"Hey, listen!" you say (4)
I believe the answer is:
here
'hey listen you say' is the definition.
I can't tell whether this defines the answer.
'listen you say' is the wordplay.
'listen' becomes 'hear' (I've seen this in another clue).
'you say' shows a homophone (sound like).
'hear' is a homophone of 'HERE'.
Can you help me to learn more?
(Other definitions for here that I've seen before include "The present location" , "Hither" , "Present - at this point" , "To hand" , ""___ be dragons" (old map inscription?)" .)