1) basic movement (wavedashes, wavelands, dash dancing all that crap) - moonwalking isn't important at first. Learn the neutral and stuff without it and learn it later lol. You need to be comfortable moving him around stage while focused on the other player to be able to do anything with falcon
2) short hop nair - make sure you can nair in any direction both retreating and approaching as quickly and precisely as possible
3) combooooooooosssssss - you NEED to be able to hit hard with falcon, he can't really rely on spare hits and chipping away. Get your throw combos and stuff down. It is tempting to rely on side-b to techchase at first but try to avoid it. SH knee in place options --> regrab if they roll covers everything if you're good at it.
4) ledge game - should be in movement but eh whatever lol this includes being able to reverse knee from the ledge to edgeguard Marth/ sheik/ falcon/ others
Edit: 5) ALWAYS BE A GENTLEMAN - practice mixing up timing, mixing grabs into it, immediate ones after areals especially on sheild. Getting creative with your gentlemen are your easiest mixup options
If you are running out of ideas go to the Falcon Trials thread! Very good stuff on there to practice