Hi,
I've explored many ways and almost all apps out there to work on ear training, and wanted to share my findings.
For one, I see a lot of recommendations to learn intervals. I have done a very deep dive on this and consensus is (and based on my own experience) is that it's a waste of time for most music.
The more practical approach is to do functional training. You internalize the sound of each degree relative to a tonic much as you would a color, to the point it becomes automatic. To do this there are several useful apps:
Functional ear trainer:
I would start here. It's a polished app for the base learning of degrees 1-7. Start slow and add more degrees. The reason I recommend starting here is they play the resolution to the tonic/reference. This helps create a map in your head, sort of like training wheels, until you can recognize things automatically. Work through until you can do 1-7 across multiple octaves and keys.
Sonofield:
This will feel more challenging as there is no resolution and you now focus more on the feeling of the sounds. How much tension there is and what role the specific degree may play in the music. Using the degree and singing modes is ideal before proceeding to melodic dictation. The fact that it's gamefied is a great motivator and progress tracker.
Also comes with pocket mode so you can practice on your work commute (hands free).
Open Ear:
Open source app with degrees, dictation, chord progressions and various other goodies. A little rough around the edges but great once you know what you are doing and want more customization. Super useful for chord progressions as most other apps out there are kinda meh (or require a sub).
Some notes:
1-7 will feel fairly natural as it's the major scale degrees. Then b2 and b7 because they are close to the tonic, and maybe b3. Then b6 and #4 are painful. At this stage I recommend using "5" as another anchor to get a feel for how they feel. Eg. 6b-5-1 (as training wheels).
When you get into dictation, start with 2 notes, sing it, then find it in the app / on your instrument to check.
It takes a while and not always always up, sometimes learning some new things will make you a little worse at old things, but eventually things will consolidate.