There are 2 reasons for this. Firstly, your guess may well be correct, particularly if it is a multiple choice style question. Secondly, there is a danger if you leave a blank that you write the answers in the wrong boxes on the answer sheet and that can be a disaster.

A frequent question type is completing a table; in this type of question you will often find clues to the answer by looking at the other information in the table. In particular, look at the headings of the rows and columns: if, for example, the heading says “equipment” and some of the completed boxes say “paperclips” and “cardboard” you have a good clue as to what you should be listening for.

One difficulty in the exam is that you are not just listening, but reading the question and writing the answer all at the same time. One simple tip is to read the questions before you listen so that you know what you are listening for. It is a difficult skill to master, but it can sometimes help to try and predict the type of answer you are looking for: is it a name for instance or a number?

A huge proportion of mistakes are made not because you haven’t listened well, but because you you do not focus on the question. As you are listening focus on the precise wording of the question. 

Sometimes candidates leave the writing part to the end, thinking that they will remember what they heard. In my experience, this almost never works: there’s a lot of information, you’re under stress and, most importantly, after each listening you should be moving onto the next set of questions to read them.