The first reason to listen is just to find tunes you like. Listen several times to recordings until one or more tunes jump out at you and make you want to learn them. Write them down if you need to, put them on your "list" of tunes to learn. The big secret to quicker and more permanent learning of a fiddle tune is liking it. You'll be much more motivated to get the hard parts, and you'll have more fun as you hear yourself playing one of your favorites.
Okay, now after you've listened and chosen a few tunes to learn, listen again. That's obvious, but how to listen is the next step. You have to listen for the notes you want to play (more obviousness), but also for the overall feeling of the tune. You need to think about the tempo, the rhythm (swingy, straight, danceable, etc.), the dynamics (soft and loud places), the phrasing (parts that are emphasized, sequences of notes that seem to have a beginning and end, etc.), and mainly what about the tune makes it appealing and fun.
At this point, you might yearn for the notes to be written down on paper. Please resist the urge. I read music, and starting out to learn fiddle by ear was an excruciating struggle. But it was so worth it. If you read the notes from the page, something happens (to most people) that makes it an even bigger struggle to depart from precisely what's written. Even if you throw the page away and play from memory, you may find yourself seeing the page in your mind and playing from that visual memory. It will be really hard not to sound stiff.
This is auditory territory, but if you really need something visual to hang your hat on, learn some of the tune by listening, and then watch your left fingers playing the notes. Learn a little more, watch a little more. Then you can start closing your eyes and imagining how your left fingers are moving, and feeling how they're moving, and pretty soon you have that muscle memory that will carry you through as you speed up the tune (but gradually, always gradually).
The other temptation is the digital slow-down programs or devices. These are good for getting the notes, though only a notch or two better than printed music. The same danger applies: you need to realize that the note choices on any recording are changeable by you, and not set in stone. Go ahead and learn those fast, complicated passages in the tune, but when you're the one playing them, if they sound stilted or awkward or are just too danged hard, CHANGE some notes to make them comfortable, easier, or just more YOU.
Now go back and listen to the whole tune at regular speed. Remind yourself what it was you liked about the tune. See if you can put in even one little swingy part that you really liked, just a few notes somewhere. Even if you have to play the rest of the tune kind of square for now, if you can make just one part of it sound catchy, you'll like your own playing, and you'll be motivated to work on it and make more and more of it your own.
Advice I got a long time ago was that recordings were good to learn from, but an actual human in front of you playing was the best. All well and good, I thought, but where am I going to find a grizzled old hillbilly fiddler to hang around with? That's not always easy to do, so just get yourself to festivals, campouts, your local jam, a regional fiddlers' meeting. And take my word for it, the vast majority of fiddlers are flattered to be asked to slow something down or play it over for you or let you record it. Do that. It's valuable on so many levels. Carry a recorder in your fiddle case wherever you go. And then you can proudly say, "I learned this from…" and you won't mean some CD. YouTube is another source, with the limitations of the small screen and mediocre sound and no way to say, "Could you play that again, slower?" But there is old-time fiddling there. We just lost Mike Seeger, but last year I heard him refer to it as "Y'allTube" for that reason.
So. Once more, here's my advice, so listen up. Listen up. That was it. Twice.
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Listen! That's the biggest part of learning an old-time fiddle tune. Listen all you can, in the car, riding your bike, fixing dinner, wherever you can.
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