I hope you have fun with your instruments nevertheless. I don't know what kind of lessons you had to train your ears.
I just found a very good ear training website:

http://www.musictheory.net/exercises/note

Additionally to identifying the notes, try to remember the one you just answered and try to SING the next one shown. It may be difficult first.

http://www.musictheory.net/exercises/interval

I think it's just a matter of time and repetition until you improve.

Then, as a next step, there are many videos about playing by ear on Youtube.

Have fun with it.