Look I'll be the first one to admit it: people do have limits. Not everyone can play at the uppermost level. Everyone can practice and always get better, but some people are naturally just better at certain things. The sooner we as people accept that this is the way of things, the better off we are in the long run.
That being said, I don't think you should quit playing Captain Falcon, or Smash for that matter. You post here: you obviously have some investment in the series, you must have fun playing it.
Keep playing; try to think about whats going on in the match. A lot of players fall into this sort of "groove" when they play fighting games, It's as if they're on autopilot. The culmination of what they know about the game and how they react to stimulus essentially determines what they do in a match and they don't even think about it. Don't fall into this trap. The next time you play, force yourself to slow it down about 30 mph and think before you push any buttons. Don't even start a dash unless you have a reason for it. And that's the key here: every single time you press a button, there should be a reason.
Take some time when you're not playing to think about why you do certain things in certain situations. Why do you start a dash towards your opponent at the start of a match? Why do you approach with the moves you are approaching with? More importantly, why do you choose these options over something else? I guarantee you, if you start to think about these things, your play will improve dramatically.
If you want to get really good at Smash, I recommend you pick up other fighting games too. The execution of Smash players tends to be extremely sloppy because the game is so forgiving. You can oftentimes get away with not thinking, or with being imprecise. I recommend picking up a game with a faster pace, like Guilty Gear or UNIEL. When you play traditional fighting games a lot, your precision will increase. You'll learn to be more careful and thoughtful with your actions.
The last thing I want to mention wraps back to the original thing I said: we can't all be the best at Smash. Not everyone has it in them. I certainly don't. Most don't. Try to remember why you started playing Smash: it's a fun game, there's a lot more to it than meets the eye, the characters are really cool, and its fun to compete with people. You don't have to be the best to get these things out of the game, so don't let it get you down.