You are implementing LocationListener in your activity MainActivity. The call for concurrent location updates will therefor be like this:
mLocationClient.requestLocationUpdates(mLocationRequest, this);
Be sure that the LocationListener you’re implementing is from the google api, that is import this:
import com.google.android.gms.location.LocationListener;
and not this:
import android.location.LocationListener;
and it should work just fine.
It’s also important that the LocationClient really is connected before you do this. I suggest you don’t call it in the onCreate or onStart methods, but in onResume. It is all explained quite well in the tutorial for Google Location Api: https://developer.android.com/training/location/index.html