A crucial part of traditional reinforcement learning (RL) is the initial exploration phase, in which trying available actions randomly is a critical element. As random behavior might be detrimental to a social interaction, this work proposes a novel paradigm for learning social robot behavior-the use of shielding to ensure socially appropriate behavior during exploration and learning. We explore how a data-driven approach for shielding could be used to generate listening behavior. In a video-based user study (N=110), we compare shielded exploration to two other exploration methods. We show that the shielded exploration is perceived as more comforting and appropriate than a straightforward random approach. Based on our findings, we discuss the potential for future work using shielded and socially guided approaches for learning idiosyncratic social robot behaviors through RL.