In training, listening is very important. It helps you get things right. If you do not listen to who's training you, you might end up not being able to train properly and not getting the results you want or worse still, injuring yourself. Listening to yourself is also important as you need to understand what your body is going through and listening to it helps you moderate your training intensity and volume. Lastly, listening in training allows you to use feedback as a learning tool for you to do things right and be the best you physically can be.
So don't just hear but learn to listen. You will actually learn something from it.