Do yourself a favor as a smasher and discontinue your use of random smash attacks. Reserve them for their specialized purposes (edgeguarding and tech-chasing). Full-jump nairs leave your undercarriage vulnerable, so try to stick to the short hops. I did not see any use of the gentleman! It is invaluable against shield grabbers, so begin utilizing it as soon as possible.
In the specific character match up, you should be less aggressive and more patient with your edgeguarding. Sheik has the advantage offstage. Wait for Sheik to land on her feet.
My main complaint is that you full-jump too much. It is making it more difficult for you to follow up on your attacks. You also missed too many l-cancels for stomps. Once you practice that enough though, you should be able to get a better feel for the flow of Captain Falcon.
Your friend needs to abuse Sheik's ability to edgeguard. Offstage nairs/fairs and simple downsmashes absolutely destroy Captain Falcons that cannot tech consistently.
