1) Don't be discouraged by failed runs, low consistency on hard patterns, etc. The failure to success ratio is always going to be high and, unless you're intentionally sticking with low-hanging goals, will only get higher as you improve and work for harder goals.

2) Practice a lot, using the full range of tools at your disposal (savestates, external tools, practice modes/patches etc.). There's no shame in watching a replay to learn routes for tough sections, but do try to figure things out on your own if you can.

3) If you find a game you really like and find yourself wanting to devote most of your time to, don't let FOMO distract you from that. Many of the strongest players are highly specialized. Yu-suke's PCB records are godlike and virtually untouchable yet he can't 1cc SA on Hard. On the other hand, if you want to collect a bunch of clears and experience a wide range of what the genre has to offer, that's valid too. The point of games is first and foremost to have fun!