Hearing the lectures and conversations only once is the major difficulty with the listening section. This is why you need to take good notes and make educated guesses about what questions you could get. This means a good memory and good notes are the key.
Practice your note taking skills by watching videos (with subtitles) to start of, so that you can get familiar with different types of speeches, this may help in identifying the motive and attitude of the speaker as well.
Practice your note-taking here -
University Lectures with English Subtitles!!!! Practice your note-taking skills!!