Many flight students also purchase aviation radios (those that can only receive and not transmit are very inexpensive).
Nevertheless, when you get some experience using radio communications when learning to fly, it’s kind of like Pandora’s good box opening up.  There is a special rhythm used in aviation radio communications.  Also, things come in a predictable order.  The fact that you can anticipate what the person on the other side of the conversation is likely to say makes it much easier to understand it.  Many flight students also purchase aviation radios (those that can only receive and not transmit are very inexpensive).  These help students get very familiar with aviation to medications quite quickly.  Of course, there is also software that helps with that.