Two pieces of good news. First: perfect pitch, the ability to name a lone note from silence, is rare, mostly set in early childhood, and completely unnecessary for playing music. Second: relative pitch, the ability to hear distances between notes, is a muscle. Anyone can train it, at any age.
The classic trick for learning intervals is anchoring each one to a song you already know. A perfect fifth is the leap in "Twinkle Twinkle Little Star". A perfect fourth opens "Here Comes the Bride". An octave is the first two notes of "Somewhere Over the Rainbow". A minor second is the Jaws theme creeping. A major third opens "Oh When the Saints". You do not memorize distances; you remember songs.
The unskippable exercise: sing what you hear. Your voice is the honest mirror of your ear; if you cannot sing it, you have not really heard it. Nobody needs to listen, hum in the shower, that counts.
The ear trainer on the detector page plays three notes from a random key, root first, and asks you to name it. Two minutes a day, chase your streak. The first week feels like guessing. Around week three, something quietly clicks and never unclicks.