You can use a small digital recorder if you have one, or a recording app on your phone. Be sure to place it in an inconspicuous place that is still in a close proximity to the people you want to record. Be aware, however, that recording conversations in order to eavesdrop is illegal in some places and punishable by law. If eavesdropping is your favorite hobby, you might consider purchasing a tool that will allow you to overhear conversations easily.  A small device such as the Next Room Eavesdropping Device allows you to amplify conversations through walls and listen through headphones. Very few people have a home telephone now, but if you do live in a house that hasn't yet gone “cell-phone-only,” you can pick up another line and listen to the conversation. Make sure you don't breathe too hard or giggle, though! Eavesdropping doesn't always have to be done in person. You can of course check out conversations on Facebook, Instagram, and Twitter to find out who is talking to whom and what they are saying.

Summary:
Plant a recording device. Purchase a spy tool. Pick up the other line. Employ social media.