Listening is good. I find that exciting conversation is sort of cyclical, though.
When she has something interesting (or interesting to her) to say, definitely listen, and get involved in it.
Often though, it's exciting for the conversation to be driven by you. A lot of alpha males + me (lol) are often very impulsive when they are talking about something that interests them. They will interrupt the person they are talking to if that person is saying something not very important, to further their own points.
So, I think a good mix of listening, talking mutually, and getting excited about what you are saying (as I described) is the best.
I really love conversations. I often relate them to music, sports, and comedy routines. There are different sections in the conversation. And there are different tools you can use at any point. Conversations are dynamic and the best way to get better at them is to practice them in all sorts of situations, and in different ways, until you start mastering the tools you can use.
In my opinion, one of the best conversationalists around (though I'll admit he's got his flaws... but somehow they're very bearable) is Craig Ferguson. Check him out on Youtube. He's actually very good at flirting with girls too. Learn from him.
Overall, try to start enjoying conversations. If you love having them, you will get good at them!
Practice!