If you go to live in a new country without taking any course at all, what will probably happen is this: you will start to pick up odd words, then phrases; after a long time, you will begin to understand what people say to you, and you will be able to respond using your repertoire of set phrases; but you will find it very hard to use the language creatively. As you do not have the right foundation, you will likely be frustrated. After the initial euphoria of being able to understand a few terms here and there, you will encounter some brick walls as you are unlikely to pick up the rules of the language (grammar) simply by listening to others speak.
It’s much better to learn the basics of the language before you immerse yourself in this way. Once you have mastered those, then it makes sense to go and live in the country, if you have the opportunity, and start putting your knowledge into practice.