In the US, at least, you can listen to almost anything without a license... I understand it's not always the case around the world. To transmit in the US, you need to study and pass an examination to get a license. There are volunteer examination organizations that will perform the test, there is an FCC fee involved. One such group is http://www.w5yi-vec.org/

Software defined radio makes it possible to receive 25-1300 Mhz for about $25, via a USB dongle, and open source software.