General learning how to escape juggles is actually really important, and it's not an easy skill. As you are discovering (and hopefully exploiting against your foes!), such situations offer a strong advantage to the attacker. As a defender though, you have many options to minimize the pain. Character universal, here are the things you need to think about:
-Vary your fall speed between fast fall and normal fall to be unpredictable.
-Air control left and right in inconvenient ways.
-Time your airdodges based off reads of what your opponent is doing to try to keep you up in the air.
-Consider navigating to ledges when possible, and if your character has a substantially better recovery than the opposing one, consider navigating deep off-stage as a route to the ledge where you know they'll be scared to chase.
-Intelligently decide when to land on platforms versus when to hold down and fall through platforms without stopping.
-If you still have it, use your double jump (or jumps) to further reposition and evade juggle attempts.
-If your opponent attempts to hit you late, be tight on your timing as you land to shield immediately; do not airdodge right before landing on accident but shield ASAP.
-Be ready to input optimal DI upon being hit if your evasive attempts fail to end in optimal position to escape a KO or even further damage.
You may also have several character specific options beyond the natural way multi-jumpers and fast fallers can use their inherent attributes to get out. High priority aerial attacks and movement altering specials can be useful as well, and Ness has both of these things. Ness's dair is pretty bad in this game so challenging good uairs like Lucina's is going to fail consistently. However, Ness has one of the very best nairs in the game if you can use your air control to get to close quarters, and Ness's fair can challenge most aerials horizontally. With most characters, using air control to get to a more horizontal position improves your escape options, and Ness is certainly a big case of that (and Ness has great air control!). It's also very much a "sometimes" option, but Ness's Pk Thunder could be a very useful move. The bolt itself can hit anywhere you want, and while actually hitting with it would be really unsafe up in the air, you could drag the tail through an opponent and then hit Ness with the bolt, using Ness as a super high damage missile. Even if they evade, you can launch Ness quickly to some distant and hopefully safe location, and remember that Ness has excellent air control after using Pk Thunder 2 unlike most characters in helpless fall state. Of course, you're basically going all in if you attempt this and it's really risky, but be mindful of the option and if you find a good opening to land it you can quite possibly turn a bad situation into being up a stock and will seriously intimidate your opponent which will probably earn you even more advantages than that. Ness also has the exploding PSI Magnet attack as a custom, and while I'll admit I haven't explored it, you might want to look into how it helps you in juggle situations (release as a counter when the enemy draws near); Greninja has a somewhat similar custom that I find really useful on him in such contexts.
Welcome to smashboards. This is a good question to be asking for a new player, and I hope you're able to find your answers and continue to develop as a player.
