Hey there!
If you're looking to get the tech down in melee, I suggest EvenMatchupGaming's series on Melee (and Project M) tech. I would recommend learning the tech in the order that they show it, or at least in order of the videos they made. Work on getting it consistent, so that it's second nature and you don't have to think about it. Don't worry if it doesn't happen quickly, it will come with time if you practice the tech enough and use it in matches.
https://www.youtube.com/watch?v=ZGS5eT68P-8&list=PL7EcSDUpgrOmM3pjPbX1e5D22EVL32f1g
Now, once you're started on that, and you've seen some progress on L-Cancelling, Dash Dancing, and Wave Dashing, you can begin improving in aspects of the game besides tech skill, too. This comes best from a few different places:
The internet
Your own practicing and experimentation
Watching good players and figuring out what they do that works (and why it works, once you're more comfortable with the game)
Talking and playing with other people
This is where you'll learn things like...
The Neutral Game
Combos and your character's Punish Game
Character-specific tech skill
Spacing
Mix-ups
Edgeguarding
... and so on and so forth. The list goes on and on. If you don't understand what these are yet, don't worry, it'll come if you keep trying to find information through the four ways I mentioned earlier. Once you've started learning tech skill, looking these up is a good place to keep going if you want to understand the game a little better.
Remember, you can start learning these things before your basic tech skill is perfect, but MAKE SURE that you practice tech skill a little bit at least every time you play! You want to get it out of the way, because not knowing your tech skill will make your play worse for no reason other than that you didn't practice it. Also, even if using tech skill in a game makes your play worse for now, make sure you're incorporating it. It might make you play badly for a little while, but eventually it will pay off and you will start playing much better.
Sometime soon, you should go to a tournament or somewhere that Melee players meet up near you. Even if you're not confident in your tech skill or your ability to play well yet, you should go anyways. This can help in a TON of ways. Most important, you'll get to meet other people who love the game you're playing, and you'll be able to recognize them and talk to them in the future. These people can help you get better. Whenever you play against one, you should ask yourself, and ask them, what you could do to improve.
For a while, most people will say something like, "work on your tech skill," or "keep practicing the fundamentals." At first, this will mean that your tech skill isn't consistent enough yet. Maybe you'll miss your wavedashes sometimes in a match, or you'll accidentally full hop instead of short hop. If your tech skill is very consistent, though, they probably mean that you need to learn when to use it in a game. You might be rolling too much instead of moving quickly with your wavedash, or something like that.
Keep practicing, alone and with other people, and make sure to keep asking yourself and other people how to get better. Then, practice whatever answers you get. Remember, sometimes people will say one thing, and mean something slightly different, like the example I gave above.
One thing that I only realized in my first tournament match -- when you begin to play fast, or even when you're playing against someone who moves quickly, you'll find that you don't have the time to think about all your decisions in the middle of a match. A lot of the game becomes instinct, which is why you don't want to have to think about tech skill in a game! If you have to think about doing tech skill, it will make it hard to focus and can even make you lose a match!
Finally, remember that even though you need tech skill to play this game as fast as the pros, the game is much more than tech skill. Know that it's just as important to know when to use your tech skill, when to move and attack, and how you should do all of them in the middle of a match.
Wow, that was a lot longer than I thought it would be! I hope it helped
~ EZLO