Make sure your attention is on what you're listening to. Try to focus on what's being said and don't interrupt until the person or thing you're listening to is done.
Look at the person who is talking. Minimize distractions. This means take out your headphones, close the laptop, and mute the TV. Try to catch details that interest you and then ask questions to engage in conversation.
When listening to another person make sure that you are not distracted. It is very important to have your attention fully on them and make eye contact. Make a connection with what they are saying as well.