I still really struggle with this one too, I found looking up how to hear compression really helped because there are some really helpful guides on getting started. I try to listen for the attacks and compare dynamics too but I also really struggle with that one.

i listen for the density of the sound, focus on a single thing like kick, then snare and you will hear the difference in density.

I would suggest learning how the attack affects percussive sounds to get a good grasp on the early compression exercises. I'm not very experienced with mixing but took a course that genuinely helped me finally start hearing what all the settings on compressors do. You should put the same settings on several percussive sounds except for the attack, then slowly change the attack and listen for how it makes the sound move forward and backwards in the space. Then do the same with release and notice how the sound will either stay steadily in its space or punch into the space and leave.

Please check older posts in Sound Gym in this space and others as well. I think this question was asked a lot before and answered as well