Play along with the animation above.
As you watch and listen to the animation, listen to the melody, and count the scale notes. The note number is shown in the upper left corner of the animation. Hearing these numbers with these notes is the key to learning to recognize scale degrees by ear.
It's also the key to understanding chord extensions like sevenths, ninths, elevenths and thirteenths. These chords are of most interest to classical and jazz players, but every advanced player in any style should be familiar with these chords.