Discipline and patience go a long way for becoming a better player. I feel like you understand the reason behind sticking to one character, so I won't necessarily touch on that at all. What I would like to offer you, is my own personal experience with questioning my main, and how I dealt with my issue and came to the conclusion that I did.
I play Samus in Melee, mainly because I tend to favor a more passive-aggressive style in anything I play, and she fits the bill very well. Naturally, because I'd put a couple months into learning her movements and ATs, I felt like I should try her out in PM. She felt amazing, but very different at the same time. I decided to pick her up and use her as my exclusive main in both games. What ended up happening was, I fell into a sort of rut, where I was consistently placing 17th and 13th at every weekly, and barely scraping into bracket at monthlies. I went through a pseudo-cycle of the stages of grief. At first, I pretty much shook it off as being new blood, telling myself that all I need is more practice and experience (this is basically the right answer). I got impatient though (impatience is the bane of progress) and started to question whether it was me or my character.
At this point, I felt as though I had reached my potential with Samus, and it was her lack of tools, primarily in Melee, holding me from placing higher in bracket. I had begun to ask my peers for advice, searching for a new main to try out. Basically, every vet that I talked to told me to stick with Samus for a few more weeks at the very least, but experiment in friendlies with new characters, using only one other character every week.
I heeded their advice, and I ended up playing a few characters that play totally different from how Samus plays. I had a sort of epiphany, and instead of pursuing these new characters, I sought to apply techniques and styles that I naturally developed with these "alts" to my Samus. I saw significant improvement in gameplay (although not necessarily in my placements).
Basically, it's alright to explore your options, but, IMO, 95% of your effort should be being put into one character, and you should really try to work that other 5% into said character's game play for you. Don't get impatient with yourself, or you'll never see improvement in whatever character you decide to play.