Listening is such and important part of learning and playing music, but rarely do we give much guidance beyond "press play." Hopefully these tips will make the most your listening time and also keep it interesting so it will remain a valuable learning tool.
Listening can be divided into three types:

Environmental: this is when you've got something just playing in the background. As I sit here writing this, for example, I've got my pandora station playing. I'm hearing it, but it's not really the focus of my attention.

Active: This is more intentional, "deeper," listening than environmental listening, and you're focused on what you're hearing. There is a direct connection between you and the music. You might be listening for specific things in the music, for example dynamics, bow strokes, articulation, mood, texture, form, the piano part...to name a few. 

Internal: This is the ability to "hear" the music internally, even when it's not playing, and this is the goal for the all the violin songs and pieces we learn. This ability to hear the song we will learn to play must happen before we begin to learn it with the violin and bow in hand.

 

The goal in our listening is to get the internal type. This only happens with familiarity and repeated listening. I'm sure you, and most children, can hear (or sing) twinkle twinkle little star when prompted. This is because it is so often repeated in our lives, especially as young children–as the ABC song and as a children's song in its own right. When music is internalized at this level, violin students are then able to hear the sounds they need to produce, and also have more cognitive energy to use on violin-related things that require their attention. 

Both environmental and active listening are valid ways to listen. Obviously if all your listening is environmental it will be difficult to internalize, but I think playing your reference recordings while cleaning, studying, drawing, playing, etc, is still valid and can help learn music. And once we have internalized a song or piece doesn't mean we have to stop there! We can keep listening develop an even richer and nuanced "image" of the song in our head.
In active listening it is often helpful to ask questions, or give yourself something specific to listen for:

  1. What is the piano part doing? When is the piano playing with the violin and when is it more independent.
  2. Can you hear what kind of bow stroke is being used? Staccato/legato? Soft/loud? Accented notes? Can you hear the difference between up bows and down bows? Where is the highest/lowest note?
  3. What is the mood of the piece? Does it remind you or a color? A texture?

more detail in internal.

singing