Extensive listening is similar to extensive reading (see: What is Extensive Reading?), except with audio or video materials instead of written texts:
You can find more information about extensive listening here.
As with extensive reading (see: Choosing Materials for Extensive Reading), there are two main criteria when choosing materials for extensive listening:
If you start listening to something and find that it is either too difficult or too boring, then stop and find something else to listen to. You do not need to finish something just because you started it. In fact, you will probably gain much more by switching to easier or more interesting material than by forcing yourself to struggle through something that is frustrating or boring.
As for the type of material, there are many possibilities, such as:
Your selections will depend on what materials are available in the language you are studying, as well as your personal interests and your level in the language. But as long as you listen to or watch something that is easy and interesting for you, you should get something out of it.
NOTE: When you first begin, video may be easier than just audio, because body language and other visual clues will help you understand what is happening: