Growing up my brother and I used to listen to shortwave radio all the time It was a lot of fun back then listening to the programs and mailing letters to the radio stations to get a QSL verification card and other goodies. A lot of the bigger more modern countries/stations had stronger transmitters they would broadcast from so the programs were fairly easy to hear. Radio Japan used to come in well here in North America. Here is a QSL verification card I received which confirmed that I heard their broadcast. It’s a little different now listening to shortwave radio because many stations have gone off the air due to budget problems, and may have an internet station where you can listen and/or download the broadcasts.
The first shortwave radio station I heard when I was about 12 years old was Radio South Africa (RSA). They had a distinctive interval signal of a chirping bird they would play maybe 15 minutes before the broadcast would come on. See below for my RSA QSL card.
Here is a YouTube audio clip of the interval signal
Lastly I can’t forget one of my favorite QSL cards from Radio Tahiti. I still remember fondly listening to the crackling shortwave radio and hearing the Tahitian music wishing I was there. Years later I did get a Tahitian ukulele and learned to play/sing some Tahitian songs.