Wow! Thank you so much for the help!

I wanted to ask another thing while I'm at it. My main character is Marth. But just recently I got inspired to use Falco and I've been loving him. But now every time I see a good player for example Armada it makes me want to switch to that said character (Peach). I have a problem sticking to one character. Any ideas on how I should approach this problem? I can't figure out who to main and i always get bored after a while with a character that's why I switched to Falco in the first place. (Before that it was Sheik, than Marth again, now Falco) :/
First off with characters, learn with one character first. I first learned how to do easy techniques (short hop, dash dance, L-cancel) with Link, who is pretty easy to do it with. Then I learned how to wave dash, wave land, and do several advanced tricks like fox trot as Fox (which is a daunting task). Falco isn't extremely complicated compared to Fox when initially learning, but he is still complicated.
Don't get overwhelmed when trying this out. It takes a lot of work, and it won't always be fun. But just do it, little by little. Don't try to learn everything at once, or try to climb Mount Everest as your first mountain to climb. Instead, focus on one thing at a time (or a few closely related things at a time). Try it out a few minutes a day, and within a few weeks you should have a lot of these techniques down. What's strange is often you can struggle learning it one day, and then automatically get way better the next day.
Watch some video guides on youtube to help you understand what a technique does, how to do it, and how it helps you. Video guides can be so helpful, and really show you all you need to know about it (obviously asking for help here is a good idea, too).
Just keep at it, and it will be worth it. Trust me when I say this: using those techniques when facing an opponent, and facing a good opponent who also uses those techniques is a crap ton of fun. It is worth it, easily, and in my opinion (and a lot of people here) makes the game so much funner.
As for actual techniques (in order of what I think you should learn first to latter on):
Learn to short hop. This is easy to do with Falco. If you plan on sticking with Falco, I suggest trying this first.
After that, learn to properly space, and try to study attacks and their hit boxes (how far they reach while damaging you) as well as sweet spots (like Captain Falcon's forward air knee when it does electric damage), and how to cause/avoid the sweet spot. This isn't so much "technique" training, but learning how to play the game and counter foes. Proper spacing is the bulk of your defensive options. Learning the hit boxes, knock back, stun, and damage percentage of many moves really helps you on defense. This isn't as grueling as it sounds, and you will definitely learn a lot of things about certain character's moves if you haven't learned them already.
Then you should definitely get to the actual techniques. I would recommend learning L-cancelling first. When you do aerial moves while you land you will notice you can't move for a while. L-cancelling in Melee cuts that in about half if you don't know, and really allows you to attack faster, create combos, remain aggressive, and really can create you a lot of offense.
After that, wave dashing, wave landing, V-dodging, and other wave dashing-related techniques should follow. This can be hard for some characters (Bowser!) and easy for others (Luigi especially, but also Mario, Dr. Mario, and Samus).
Lastly, learn character-specific techniques. These tend to vary, but definitely go to the character boards to learn some of these.
Any ways good luck. Trust me-the grinding will be worth it. After you do these techniques over and over it will be second nature to you.