Subtitles are a crutch, and crutches are useful — as long as you eventually put them down.
The three modes
Translated subtitles — you understand the story but train almost nothing. Use them only for a first pass on genuinely difficult material.
Native subtitles — you connect sound to spelling. This is where most of the learning happens, and where you should spend the majority of your time.
No subtitles — the real test. Uncomfortable at first, and the fastest way to train pure listening.
A rotation that works
Watch an episode with native subtitles. Rewatch the best scene without any. If you catch 80% of it, you are ready to move the whole series to subtitle-free.
Mine, do not memorise
Do not try to learn every unknown word. Pick the ones that appear twice, or that you can imagine yourself saying. Those are the ones worth a card.