Nope, no subtitles in your mother language. Only your target language. It's okay if you don't understand a lot, what matters is exposing yourself to the sounds and sights of the language, and the general message of what is being conveyed ("I don't know exactly what they just said, but they seemed pissed and they said 'mierda' a lot, so maybe that means something bad").

Ideally, you'll want to focus on material where you can understand the majority of what is being said, through subtitles or just listening. If you find you can't do that, try watching something that would be easier to understand.