Perhaps we should first try to understand dolphin's language. Another suggestion for aliens to understand our language would be first to show then how evolution in earth has happened. Any high technology creature able to travel across the universe must have been studying some kind of evolutionary path. Perhaps studying the neurons they could infer a lot of information about how our mind interacts with the environment.
Edited: An interesting novel is The Black Cloud by Hoyle in which the author tries to establish a language between human and an intelligent extraterrestrial electromagnetic cloud.
I think evolution is pretty insightful -- given that these creatures are capable of engineering a space in which humans can survive they clearly have knowledge of evolutionary biology which must intersect our own knowledge. That seems a space with more identifiably shareable concepts than math.
Edited: An interesting novel is The Black Cloud by Hoyle in which the author tries to establish a language between human and an intelligent extraterrestrial electromagnetic cloud.