I'm a beginner in learning music (I'm learning Persian lute). How can I detect scales, notes, etc. by ear? I'm awful at that but I guess that's true for every beginner, right?
I've heard EarMaster software helps. Is it any good?
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You're correct, in that this becomes easier with training and/or experience.
If you are talking about identifying notes and chords, there are two possibilities. If you want to be able to identify the note, chord or scale with no references, you're talking about absolute pitch. It's also called perfect pitch. Some people have the ability to hear a note, and identify it with no other reference points. Absolute pitch is not all that common, although you'll meet a few people with that ability if you hand around musicians long enough. If you want to know more, search for perfect pitch or absolute pitch.
The other possibility is relative pitch. This is the ability to identify a note/chord/scale, with some other reference. If you play me a Bb, I can sing an F. This is much more common than absolute pitch, and can be trained. This may be contentious, but I think it's more important than absolute pitch for playing music.
It's worth observing that absolute pitch is not 'opposed' to relative pitch; you can easily have both. The jury seems to be out on whether you can learn absolute pitch, but you can definitely improve your relative pitch. This will happen naturally as you play more, but intentionally training it is a great idea.
Finally, if you're not interested in the specific pitch, it gets even easier. Most musicians will be able to tell a major scale from a minor scale, with no external reference whatsoever. I suspect a Persian lute is not going to be playing Western major and minor scales, but I hope the principle still applies. You'll gain this ability as you play more. You can certainly break down a series of notes, determine the intervals, and see if they form a major or minor chord/scale, but with some practice this will happen automatically. You won't even think about intervals any more; you'll just know that collection of notes sounds major or minor.
In summary; You'll get better at this as you play more. Ear training is never a bad thing, so go for it if you have the time. I have no experience with that specific software package, so I can't offer any feedback there.
EarMaster is a very powerful and excelent software but nothing can be better than practicing while playing. Do it the way many people do it. Find a song you like and listen. Try to find the notes that are being played. Make up a tune in your head and find those notes on your instrument. Practice everyday and in some time you'll be much better at it.
It is possible to teach yourself to recognize notes by hearing them. However, for most people this is extremely difficult, in some cases- impossible, and usually take years to master. There are people for which it comes naturally- they can remember notes easily and are sort of 'born' with it. This is called absolute hearing (at least this is what I know it as, it might not be the real term for it.) Most people have relative hearing, meaning they can remember the intervals between the notes of a melody and hear/correct mistakes made within the intervals, but if you transpose the whole song 1/2 step lower they won't notice. Don't worry about memorizing and recognizing the notes too much. Do, however, learn the distances( number of steps) between the notes in major (whole whole half whole whole whole half) and minor (whole half whole whole half whole whole) scales and learn tell them apart from each other. This will help you with playing, especially with identifying your mistakes.