1. Best way to practice DI is to play other humans! Go to a tournament and experiment with different DIs for different moves. Most people will outright tell you the best way to DI a move if you ask, but in general, you want to DI down and away to escape combos. To survive KO moves, DI up and in if the attack sends at 45 degrees; for vertical KO moves like Fox's usmash and uair, you'll want to DI away.
2. To be safe on shield, you should fast fall right as you start your aerial. Ideally you want to start your aerial and input the fast fall before the move hits their shield. Alternatively, you can not fast fall and simply wait until you are closer to the ground. The less time it takes for you to reach the ground after hitting the opponent's shield, the larger the window you will have to get your shine out.
3. There's a ridiculous amount of stuff to improve on in Melee. The most important thing is fundamental tech skill because without that, you can't really play properly. You should make it your goal to move around the stage smoothly and effortlessly, as well as attack without missing L-cancels, wavedashes, etc. Other than that, watch you matches or try to figure out why you're losing games. If you notice you miss a lot of edgeguards, always die doing a certain recovery, drop a combo at certain percents, or lose neutral to a certain tactic, those are all things you can take note of and try to improve.
