I’m used to getting new students at varying levels of skill and experience. Totally green players who are new to the instrument have the benefit of no bad habits— the down side is they don’t have any good ones either. More experienced students are proficient in some areas, but their study is usually imbalanced— and they’re less eager to learning (or relearning) certain techniques since they already have an understanding of what committed practice means. Eventually, I try to uniformly raise multiple aspects of playing and theory of my students; making sure they know their scales and modes in various keys, which modes to use over diatonic chords, popular progressions that their favorite tunes are based on, etc. Even with self study, most experienced players can get to this point by themselves, and will start to observe instances of audiation… or the ability to instinctually (and accurately) guess which tone or chord might come next, even if they’ve never heard the tune they’re listening to.
The point is, whether or not you know it, once you’ve achieved this level of experience your ears are actually quite attuned and skilled. It’s important to know your own abilities, so you’ll be able to actively use them with agency. When musicians speak of Ear Training, what is meant essentially is the ability to recognize the relationships (or tonal distance) between individual notes and chords simply by hearing them. Those practiced in this type of training often describe certain chords as having their own “colors” or “emotions”. What’s going on in the brain is the same sort of process that occurs when we recognize peoples’ faces. Like learning most things, the best way to practice this is to listen to an example you know is a given chord/interval/scale. Slowly, by incrementally introducing new examples you can build a repetoire of knowledge… or an ear library.
To recap, for the uninitiated, scales are a series of related individual notes from a root to its octave. Scales normally fit within (or apply the accidental rules) of a musical key. Intervals are two notes, whose distance can be recognized. Most chords are comprised of three or more notes or intervals. All of these musical elements can be recognized by listening to them.
One of my absolute favorite (and mostly free) online tools that’s great for this type of practice can be found on Ricci Adam’s Music Theory website ( www.musictheory.net ). They've since added some very useful iOS apps as well. Typically, I prefer my students to spend at least an hour weekly practicing drills online. Of course, you could practice this yourself using your own instrument but that would be cheating ;-)