Choose two comfortable notes on a keyboard or another suitable instrument. Play them one after another, then together. The pair of pitches can stay the same while the listening task changes.
Hear the distance as movement
When the notes arrive in sequence, you can follow a move upward or downward. This is a melodic interval. Let the first note finish clearly enough to compare the second, and keep the volume comfortable. You do not need to name the interval accurately to notice that the two pitches have a relationship.
Hear the distance as a combination
When both notes sound together, the interval is harmonic. Describe the combined sound without assigning a universal emotion to it. Instrument tone, register and context can affect the impression, so keep those features similar during the exercise.
Finish by writing two observations about the same note pair: one about the movement, one about the simultaneous sound. The useful discovery is that pitch relationships can be heard across time or at the same time. Naming them comes after noticing which situation you are listening to.