Ok first pick one character. switching between 5 different mains every week will stunt any improvement. Choose a character based off of playstyle. watch videos of each character your interested in played by a few different people to see how they play (ie: marth is very patient and tries to stiff arm opponents, toon link is a run and gunner, fox is super agro, etc.). Just remember when choosing a character to be aware of the tech skill required and decide if you want to play a very technical character. From what you've said, I think falcon is a good pick for you. He's good for beginners, low tech, very similar between melee and pm, and you already play him.
Once you've chosen a character, lear about them. Look for any guides and join the discord (
www.smascords.com). Start practicing tech (character specific stuff, movement, recovery), and find someone to play. Watch vods of other people who main the same character (preferably ones who get good results) and see what they're doing that you aren't. You should be focused on getting comfortable with your character's movement/tech when practicing alone, and work on achieving a greater understanding neutral game as well as implementing new things you've learned when playing with other people.
One last thing, where do you play? Do you go to weeklies, play on anther's ladder, or play somewhere else. Once you're comfortable, you should start competing and get experience competing with something on the line, even if it's just playing ranked on anther's, a $1 money match or whatever, you don't strictly have to enter bracket.
