I recently discovered the Pigion (news excerpts) on Radio Cymru. It seems to be a really useful listening resource.
I find that I can recognise, well, less than 10% of the words - but that I am picking up most of the words that I’ve learned. It’s not enough for me to be able to understand what the topic is…! But I do think that it’s helping with my listening skills.
Would I be advised to carry on with this exercise? Suggestions please!
Diolch yn fawr a bawb!
I’d say carry on. One day you’ll discover you understand more and more so it’s nothing wrong with listening to the program.
Absolutely. The programme is designed for learners so the pieces are generally very clearly spoken with no background noise. And the good thing is that you can listen over and over again. I remember listening one time to a piece about a man who had had several wives, consecutively, and girlfriends on the side and had about 50 children. This was towards the start of the 20th century. He ended up with about 300 (!!) grandchildren and many of his descendants were buried in a single graveyard. This is the sort of article where you say to yourself “Did I really hear that?” and you can go back and check, as many times as necessary. You will also find that some pieces you understand the 10%, others a lot more, others less. That’s OK. And one day you will find yourself understanding the vast majority so instead of picking out the words you understand, you’ll be able to pick out the words you don’t understand. Progress!
There is also a web page where it lists useful vocabulary and gives a transcript (in Welsh) of the bits between each item. I read this first and then I at least know the topic, and sometimes now I get an item where I understand quite a lot! The page is hidden away quite well I usually have to spend time clicking on random links to find it.
I never realised Walder Frey in Game of Thrones was based on a Welshman!!! 
As @KateM wrote, there is written vocabulary available for each episode, but it can be hard to spot if you don’t know it’s there.
From the programme home page:
…look for “Geirfa’r Podlediad” and click on that. This gives the inscrutable URL:
http://www.bbc.co.uk/blogs/radiocymru/authors/d7e8c1da-d12b-3421-a95e-2ab4c9f7623d
and dyna ti.
The "geirfa"s go back a lot further than the actual podcasts, so I guess are useful for reference on their own, as well as in conjunction with the podcasts.
That’s a bit of modern culture about which I feel absolutely no need to know!
Yes, I think so - but ideally reading the transcript and then listening… 
That’s great and encouraging feedback. Thanks to everyone above for replying.
Reviving an old topic but I wanted to share that I’ve been listening to Pigion quite a lot recently, and I find this one particularly useful because it’s about learning Welsh: https://www.bbc.co.uk/sounds/play/p07qt0rb
Although I don’t actually understand it yet, it uses a lot of words which are familiar from the SSiW challenges thanks to the subject matter. A variety of accents too, which is interesting in its own right.