Well, here's how I started learning Ice Climbers. Keep in mind this is what worked for ME, you might change it up and do it differently.
1) I played the Ice Climbers synced. Might sound strange but we it helped me got a feel for all their moves, the timings, and the reach. Sure it's not playing them to their full potential, but we have to start somewhere.
2) I looked through here, our very own Ice Climber forum and looked at different possible "chains" and "moves" that could be done out of grab combos. Some easy ones to start with are the down throw chain and the Down throw -> forward air. Some easy "grab combos" to learn are:
a) Down Throw -> Forward Air
b) Down Throw -> Blizzard-> Forward Smash (will not always work).
c) Down Throw -> Squall Hammer -> Forward Smash
This video, which I'm sure is in the sticky helped me a lot:
http://www.youtube.com/watch?v=wHfGqpHBZI4
3) I started learning alternating throws. The timing with these are tricky and can mess you up, so the only thing to do is go into practice mode and practice until your index finger hurts from pushing Z. Remember, when grabbing, Nana will attempt to as well so let the animation end and let her catch up a bit before throwing.
4) I started learning desyncing and different methods of approach. I'm still working on this, but I like to alternate SH blizzards and occasional ice blocks. Forcing the opponent to come to you and letting them make a mistake is very nice.
I'm assuming you know this, but desyncing is just using one move during another move's ending lag.
Easy desyncs to learn off the bat are:
a) When the match starts, hold a command and Nana will do it when Popo will not.
b) When an aerial connects, Fast Fall and input a command while you hit the ground
c) Blonde Roll, just Z/L and back simultaneously. I think this was in melee too so it should be easy.
d) Dash Dance
e) Pivot.
Still learning which ones I can do at the current situation and how to apply them well so I can get that grab in, but it's a start.
If none of this helps you, then I'm sorry.
