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Listening is often confusing for an English learner. There are a number of reasons for this partly because of the various parts which go to make up listening:

Layers of Sound

Unlike reading in which the learner is given a single text to follow, in real-life situations we speak over each other, at different volumes and speeds and often with frequent interruptions. The written equivalent is having two or three texts mixed up with some writing bigger and some smaller and sentences interrupted by comments and other sentences!

Accents

While written English is pretty much the same the world over, there are a myriad of accents in spoken English which can make it even more difficult for the learner to follow a conversation. The written equivalent is having different handwriting plus having the same words spelled differently depending on who is writing them!

Intonation

Intonation‏‎ is the way in which a sentence is sounded. We don't speak in monotone but raise or lower the pitch of an utterance as we speak. The most common example is when we make a simple question.
With a falling intonation this is a simple statement.
But with a rising intonation it becomes a question.

Stress

Stress in an utterance gives prominence to certain words and changes the whole meaning. As an example say these sentences with the bold word stressed and you will hear different meanings.
That is, not his sister or his friend, but him.
That is he speaks the language but maybe he can't read or write it.
That is he speaks Mandarin but not perhaps Japanese or Korean.

Mechanics

And then there is the mechanical process of speaking itself. The mouth forms different shapes to produce different sounds. When we speak fast it's common to find the mouth taking shortcuts so rather than pronounce every single syllable or word‏‎ as it would be if it was spoken on its own, we link words together, fade out sounds or miss them completely.
NB The technical names here are liason (linking sounds), assimilation (mixing sounds), elision (losing sounds), ellipsis (losing syllables) and intrusion (adding new sounds to help link words) to name a few.