How do I just listen to a voice message left by a caller on my iPhon 8?

The Phone app is the icon on the iPhone that you tap on to make a phone call, green icon with the white telephone receiver in it. When you open that page, you see the voicemail icon in the right lower corner of the page. Tap that and it will bring you to this screen. I also circled the voicemail icon on the bottom of the page.

Then you tap on the voicemail message listing, like the one I have blackened out. It will open like this second image.

You will see the message screen, a transcript of the message if you have visual voicemail, the play button which I've pointed to, and then the audio button to choose where you want to the audio to play, the phone or the speaker.

Tap on the Phone app, then tap Voicemail at the bottom right of the screen in that app and then tap the voicemail that you want to listen to.