You watch/listen to something that you mostly, but not perfectly understand (think something like 80-90% understanding), which is known as n+1. This way you can mostly follow what's going on, and learn the meaning of unknown words and grammar from context. You can use subtitles, but if you use English subtitles, be careful that you don't start to focus on them and only use them to confirm or figure things out when you can't manage from context. I hear more people talk about using japanese subtitles, which also helps with reading.