Oh... well I can do those strings. I kinda thought you had to hit them 10 times in a row or something lol
It's a lot easier to do them in training mode but as soon as I go on for glory I can't land a single one, panic and start mashing buttons.
I really feel like just giving up. I'm not having fun at all.
First, I'm assuming you're using Sheik for the duration of this post, so... if you're using someone else, maybe try to apply it to them?
To be honest, if you can hit a 3-hit string, that's pretty good (the ftilt you can hit more if your opponent isn't escaping it I guess, but most strings beyond that are kind of tricky).
Strings are harder in this game than in Melee because characters have lower fall speeds, so that vertical launchers move them upward more, and as a result, you have to go farther, even though they are in hitstun for the same number of frames. As a result, you shouldn't expect to just do some awesome 50% true combo... BUT you can try reading airdodges to make longer strings, that is, you can land a hit or two, guess what they'll do that commits them to lag [or guess that they'll do nothing], and attack accordingly. If you do so, you just managed to land another hit, and can possibly keep going.
One player who is EXCEPTIONAL at this is Mr. R. I'll link you to a Brawl combo video he did (where stringing is even harder because even hitstun can be cancelled and airdodging has only 6 frames of landing lag [and regular landing lag is 4 frames, so it's practically nothing]) so you can see what I mean - he times his attacks based on a prediction of an airdodge or lack of one and manages to then land the hit accordingly, thus setting up for another hit. He's a Marth player but the idea is the same [and keep in mind he's practiced this MUCH longer than you have, so don't expect to be able to do stuff like this right away - and he also tends to play flashy when he's ahead - you don't need to look flashy though, just get the damage on so you can start looking for openings to KO]:
https://www.youtube.com/watch?v=1xhXwtH0C4A
If you start to panic, it's much better to slow down than to start button mashing. You unfortunately can't just run over to the ledge and jump up and down on it a bunch to calm your nerves, BUT I have a few ideas that could help:
A) DON'T start rolling a lot if you get nervous - I guess if the connection is super laggy this could annoy someone, but rolls are punishable by smash attacks, since they last long enough (and have enough endlag) to have you hit out of one by most attacks that are well-timed. Plus rolling excessively or following a pattern (a roll habit) is a bad thing many new players do (again, because it is very punishable), so avoiding having one now will serve you well later.
B) Shielding is a reasonably good idea against most characters - you can put up your shield and jump over an approaching opponent, roll through them (but then run away or counter, don't keep rolling), or spotdodge and try to attack them or grab them. Against characters like Ness with a powerful KO throw this idea is a little less appealing when you are in KO percents, but if you're fighting a Marth, you just have to be ready to roll away from a shield breaker.
C) Don't focus on what you feel you're not doing - try to focus on what you think you CAN do, for example: I want to hit _____ but I can't seem to... however, I think I can hit ftilt or dthrow -> fair/uair (or whatever), so I'll try to look for opening to land one of those attacks and then the followup. Focusing on what you can do will help you land a string to get some percent and hopefully calm down since you are then seeing success. And don't have to pressure for a KO move or think "Why aren't they dying!?" - this often leads people to commit to laggy, easily punishable moves. Your opponent is launched farther with every move, so if you have to build them to 200% every stock to KO them, but you aren't getting hit much in the process, that's perfect.
D) If you have any friends who are willing to, I'd suggest asking them to play you where their focus is trying to use the "Vectoring" system in numerous different directions while you practice throw followups - this will help you figure out how to follow up on a throw based on where they end up, which is of course important since humans don't do the same thing every time, unlike a lot of CPUs.
If you aren't having fun, you can certainly a break, or an extended break, but I don't think quitting just yet is the best idea - you've hit a wall, but it's not an insurmountable one, and I get the feeling (based on how much you've asked for help) that you had been very willing to work hard for this before - and I'll be honest, I think that Sheik and ZSS are pretty good characters from what we've seen, so unless you just don't like them, they are solid choices to play as. I wouldn't say they're easy to use per se - both can have some difficulty landing KO moves (unlike, say, Bowser), which can lead newer players to fish for them. With the strong effects of stale move negation (attacks doing less knockback and damage as you hit with them more), this problem is made even worse.
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TL;DR: Watch the video I linked (in the different colored font), that's a pro doing strings in a game harder to string in and you can see he's not just combooing but reading and following up on his opponent's actions - doing the same will help you. Calming down is tough but shielding more and trying to react will help, as will avoiding too much rolling and focusing on the things you know you can do, rather than what you can't. And read the paragraph above this one.