Almost daily, I run into people asking me "How do you say [insert random phrase] in Japanese?". Anyone that knows I'm studying Japanese seems to think I can immediately speak it, and seem disappointed when I cannot (yet). This is because of the way I'm learning sentences.
You see, right now, I am focused on input vs. output. Before I get into my reasons why, let me first define each.
Input is taking anything Japanese in. It's listening, reading, seeing.
Output is speaking and writing.
Why Input Should Come First
The reasons behind this are simple. Let's get an example situation to work from. Say you're lost, and need directions. You find a local, and ask something along the lines of "渋谷はどこですか。" (Where is Shibuya?). Great! He understood your question, and is now giving a response. Problem is, you can't understand it. This is precisely why input should come first.
Basically, the bottom line is that you should understand far more than you can speak or write. Even in your native language, this is the case. You can understand far more sentences than you actually speak. It's just the way your brain works, so don't fight it. You're much better off understanding the response while potentially botching your speech when asking the question than the other way around. At least if your Japanese sentence is broken, it will probably still be understood by the person you're speaking to. If not, you'll be able to understand them when they ask you to clarify, or when they correct you.
So listen endlessly. Understand endlessly.