I am also learning wavedashing and I noticed a couple things that might help. If you think hard about your mistakes, you can realize what is causing them and fix it. Wavedashing is essentially jumping+air dodging into the ground at an angle (at least usually, from my n00b perspective).
1. If you air-dodge in place, you probably moved the analog stick and pressed L/R at the same time. Try to push the stick a millisecond before you dodge, this helps to ensure you air-dodge into the ground.
2. If you air-dodge across the ground, you pushed the stick too far to the side. Try to push it diagonally into the ground.
3. If you just straight out jump with no dodge at all, you pressed L/R and pushed the stick too soon. You were still jumping.
4. If you rolled, you dodged before you jumped. Try to make sure you get the sequence down: jump THEN analog THEN dodge.
This game is a program based on mathematics and logic (the same thing). There is a reason for everything that happens. While the differences of each mistake above may be too minute to notice when watching somebody's controller, your brain can calculate them. You will probably feel the differences if you start to pay attention to them when you practice.