I just want to add: make sure you have good fundamentals first. Stringing combos together is never the most important goal to any character. Combos are cool and all, and usually necessary for falcon players to making sure we finish off a stock in some situations, but without good fundamentals (SHFFL aerials, tech chasing, good spacing, etc.) not only will you not be able to perform combos in intense situations, but you won't even get many opportunities to perform them. Practicing combos is important, but I think focusing more on fundamental techniques is more important for most amateur falcon players (myself included). I find that if I'm trying to focus on getting a combo while I'm playing, I usually end up getting punished for it before I can really even get it started. Instead, I focus on what I should be doing (controlling space, tech chasing, etc), and execute a combo ONLY when the opportunity arises.
My favorite (and currently relevant) analogy using basketball: don't spend your time trying to learn how to dunk if you still have trouble dribbling the ball.
That said, if you find that you have a lot of opportunities to actually combo and fail to execute it, all you can do is practice execution. A successful combo is really just a series of successful punishes which means your opponent shouldn't have much of a say in how they get punished. One thing I'll note about 20xx is that the random DI is both a blessing and a curse. The random DI makes it a bit unrealistic at times and often causes combos to be way harder than they would against a real opponent. However, this allows you to find what combos are guaranteed regardless of DI (like the basic stomp -> knee) and also makes you focus on reacting to their DI.