You COULD spend years becoming familiar with how chord progressions sound and fit together, or, you can do what I did, and spend monthes learning about key signatures and spare youself years of experimentation.
You can still develope you ear if you do it this way. You can play one note, close your eyes and play another note, and guess what interval you've played, then open your eyes and see if your right. Or websites like the one I suggested are good, cause they do the same thing, only your not playing, your getting the sounds off the net.