How do I improve Mandarin vocal conversation? I'm interested in learning Mandarin bit by bit via listening to music, having conversations with friends who are native to that language, movies and so on.

For some background I have many ethnic Chinese friends with whom I talk on daily basis.  I try to read into their conversation and ask about meaning of some words from them later on using them in my mixed English+Chinese speech which sounds funny!

I am also a fan of Zhou Chieh Lun (Jay Chou) and some other singers. Plus, I have been following many Malaysian Chinese YouTubers because of my personal interest who sometimes make videos in Mandarin/Canton.

But I don't have anyone with me interested in learning with whom I can easily discuss without annoying them. I miss that catalyst part in learning Mandarin.  I tried using YouTube but it was not that effective.

Is there anything I am doing wrong in my approach to learning Mandarin?
I haven't started thinking about writing style though.
Live in China and use it every day may be the best and quickest way.

Like learning everything, start from the beginning, learn some basic words, pronunciation, and grammar, then gradually increase the level, like Oxford Reading Tree for primary school pupils.

Watching TV, movie, listening music, reading a novel, all can be helpful.