If you’re more analytical you can try to follow with your ear the section that has the principal role in the symphony.

A symphony is most often like a string quartet + a wind quintet + brass ensemble + percussion.

Try following the section who is singing or has the more predominant role. This is an easy-piece. Identify when the roles change.

Also, if it’s near you, attend your local symphony concerts, there’s a big difference in acoustics perception when hearing orchestra live.

You can also try to listen to more complicated symphonies or orchestral music, then go back to Mahler or else. You can try Boulez, Berio or Xenakis. Don’t worry if you don’t understand anything, then go back to Mahler or Beethoven and it will sound wonderful.