Definition (ICAO): Phraseology is the formulaic code made up of specific words that in the context of aviation operations have a precise and singular operational significance.
Apart from familiarising with the standard phrases in the respective AIP of your country check The Phraseology Database (from EUROCONTROL).
Listening exercise to gain some practice with copying clearances:
1. Familiarize yourself with the shorthand system recommended by the FAA
2. Take a paper and pencil.
3. Visit LiveATC.net .
4. Monitor a clearance delivery frequency (e.g. Boston).
5. Try to copy clearances by applying the shorthand technique.
6. You may also switch to the tower/ departure frequency, after having opened Flightradar24.com to track the flight path of the respective aircraft.