Interval Ear Training
An interval is the distance between two notes. So it is beneficial to learn to recognize the sound of different intervals going up and down. Interval ear training means not just recognizing the sound of an interval but being able to sing (or think) these intervals as well. An easy way to do this is to associate each interval with the first two notes of a well-known song. This should be done twice for each interval, one ascending and one descending. It's helpful to choose a song that you're very familiar with. Kids songs or christmas carols work the well because they are deeply engrained into our minds from a young age. Here's a list from wikipedia of possibilities but feel free to come up with your own.
Some intervals are easier like seconds, fifths, fourths. Others are pretty tough like thirds, tritones, and sixths.
Here is a good exercise- start by recording yourself playing the note 'C' and then playing 2 notes at random (hopefully the 2 notes at the same time if possible) and repeating it with a number of different combinations of notes. It helps to play a 'C' in between each pair. Then take a break and go back and listen to the recording while figuring out what the 2 notes are by referring to the 'C'. This very beneficial for your ear and once you're comfortable with it, start playing 3 notes and then 4 notes etc.
This type of work is quite difficult and grueling but the results are impressive and it is very enjoyable to play music after a good ear workout!