There have been so many proven benefits to listening to classical music that do not need to be looked at here. The topic of this article is the benefits of listening to the music you are learning.
Sinichi Suzuki built a teaching program on the foundation points that learning music is just like learning the natural tongue, and if you listen to it from birth you will become fluent.
"Musical ability is not an inborn talent but an ability which can be developed. Any child who is properly trained can develop musical ability just as all children develop the ability to speak their mother tongue. The potential of every child is unlimited." ~ Shinichi Suzuki
One of the problems students have is when a mistake is practised without an error being noticed, the mistake itself can begin to sound right. This can be a pitch, rhythmic or tempo error. If you are practising exam pieces this can be especially problematic.
Therefore it is beneficial to be able to listen to a good, professional recording of the piece you are playing. If you cannot find a professional recording, or you are learning a tutor book piece, ask your teacher for a recording. This will help you master the piece more effectively without too many unnoticed mistakes.
A word of caution, this is not a suggestion to 'copy' the recording, although that can have its advantages, it is to learn the piece. Your interpretation will have your own nuances included which are part of your technique.