The way adults learn languages -- a word at a time -- does not conform to how languages are spoken. As a result we have difficulty distinguishing word boundaries when hearing the new language. Learning songs helps to overcome that barrier somewhat, as we learn them in a more natural phrase structure. As Grishka said, though, you need an experienced teacher to help you pick out songs that won't lead you into twisted grammar, archaisms, or socially unacceptable sayings (I know far too many songs in that last category, even in English...)
-Glenn