You're not going mad since you're reporting that you misunderstand what someone is saying rather than hearing voices.
This situation would need medical attention. Different factors can play a role in why this may be occurring ex: tinnitus, fatigue, being easily distracted/attention span, depression, decrease in hearing, etc.
If you're thinking about something while conversing with another, it is not uncommon to follow your own train of thought rather than what the other person is saying. Hence, you believe that you heard them talking about something that relates or sounds like what was on your mind.
When you're at home, try to notice if it happens when you're watching TV or listening to the radio. You can even record what is being said and then listen to it afterwords to see where the misunderstanding took place and what was going on at that time with your cognition.
If you live with someone, ask them if they've noticed that you're responding to them to something they did
not actually ask (as though you misheard what the question was) It is quite possible that this relates to a medical condition.