Step 1- Memorize your control scheme, you don't wanna be stopping to think if the A button is slash or kick, or hitting one thinking its the other.
Step 2- Pick 1 character you really like and practice with them, see how to preform all of their special moves and super moves.
Step 3- When you can do any of there moves whenever you need to figure out what each move is useful for, does it hit an opponent out of the air ? maybe it just helps you dodge an attack ? Who knows, practice further to figure it out
Step 4- figure out combos' that work well, this shouldn't be too hard once you've completed step 3.
Step 5- Repeat steps 1-4 with 5 or 6 characters, find one you like the most and stick with it.
The above works with just about any fighting game. Something specific to guilty gear is the instant kill moves. You should learn how to utilize them properly, so that when you do decide to use it you don't miss with it.
I should add though, all the practice in the world won't help you beat anyone in the laggy ass online mode , especially if they pick Ky Kiske and just turltle whilst launching lighting bolts at you.