The SDR dongles are a good way to start by listening in. Very inexpensive and super small.SDR should probably have its own thread. I'm happy to start one, but other than some links, I don't have much to contribute as its an area I know very little about. Hopefully, there are some SDR people on the forum that can help out.
BTW, The cheap little Baofeng HT's that lot of hams start out on (I've got 3 in my radio collection and they are great) are actually SDR technically.