What you should hear is similar to tweaking a reverb effect in an audio software. With repeated practice you will learn the difference in the tone of a hard object and a soft object or an object near or far. In audio engineering terms, you're trying to measure the impulse response of the room around you.
The important bit is generating sharp impulse clicks to listen to. You can make clicks with your mouth but your tongue will get tired soon. You can also try a handheld clicker like used in behavioral conditioning for dogs. I try to make a directional sound pointed left or right.
I saw a documentary about echolocation training, and they started with an assistant holding a glass piece around the student and the student trying to guess where it is.
Other things you could try is navigating a familiar space with white noise from a sound system to understand how you subconsciously listen to echoes of your feet, etc.
This is absolutely something you can learn by simple practice, there is no magic to it.