Hi Loha,
Welcome to the forum, there is a great group here with a lot of knowledge. I also enjoy chasing pirates and numbers stations, unfortunately the later seems to be a dying breed; likely due to advances in technology. Depending on where you are located, HM01, a Cuban numbers/data Hybrid is very active and seems to propagate well in the the US, at least into NE Ohio, LOL. I can routinely hear ole Pedro on 11.635 and 17.480 quite strong. So regular, in fact, that I'm listening to them as I type this, on 11.635 AM, at about s9+40 into my qth.
My best advice would be to construct some type of outdoor wire antenna for the best reception. Which type of wire antenna to construct is really going to be determined by your available surroundings; but there are usually options to accommodate anyone. Again, welcome to the board.
Steve