There's another thread about learning Greninja:
http://smashboards.com/threads/considering-greninja-as-a-main.399814/
You can also use the QA thread. A mod is probably going to say this stuff anyway, but I might as well say it too.
Aside from that, Substitute feels very unreliable. It's easily the worst counter in the game, but it's sometimes worth remembering you have it. Need to be pretty precise with it, it isn't active for very long and sometimes it's unresponsive (no idea why).
Shadow Sneak is good for catching people on their landing. Maybe they'll try to attack you before they land and you sneak behind them and hit them. It's also a strong and safe punish for people who charge a smash attack out of your range. Sometimes you can use it to counter dash attacks, but that's risky since it can be predictable and still has a startup time.
Learn to space with short hop forward air. It can keep people out or punish them for approaching recklessly.
Don't spam neutral air. It can be safe if followed up by jab on characters who don't have a 3 frame grab, but that doesn't mean you should do it all the time. Try doing it as a crossup (land behind them), so they can't grab you when you land. Can be followed up by up smash or forward smash at low percents. I don't think it's always a true combo, but you can definitely catch people on their landing lag or after an airdodge. It combos into forward air at higher percents. There's a whole combo thread.
Greninja's dash attack travels a pretty pathetic distance. Don't be reckless when using it, and don't use it as an approach against grounded opponents.
Remember that Greninja has a crappy 7 frame (I think) standing grab, so don't rely on shield and grab to punish people on landing, because you'll very likely just get jabbed. Especially Captain Falcon and Zero Suit.
Hydro Pump is actually useful on-stage. It pushes them backwards and does slight damage if you go straight backwards onstage, and if you use it then immediately push down or diagonal down, it can make airborne opponents float and easily set you up for a dash grab, up smash, whatever. Off-stage it can easily gimp people or put them in an extremely vulnerable position after their up b, so you can follow up with forward air, down smash, whatever.