Don't get distressed. My progression in Melty Blood went like this.
Early 2005: Heard about a game called Melty Blood ReAct, wanted to check it out cuz I was a fan of a certain anime I thought existed at the time.
Day 1: Started playing the game. Had only learned what "combos" were in fighting games a few months prior to picking up Melty. Started off playing Akiha because her fire stuff looked cool. Figured out how to combo into 5bb and 2bbb and follow up with aerial attacks. I played pad.
Couple weeks in: Quickly learned how to [2abc5c j.bc dj.bc airthrow] for most of the cast, and get more comfortable with playing multiple characters, though Akiha was still my favorite. I wanted to play Sacchin SO BAD, but couldn't do her 623c otg loops.
Few months in: React Final Tuned is released sometime around here. I discover the joy of training mode. Thanks to sharing replays and watching the sparse videos, I learned how to do more standard BnBs, such as Sacchin's 623c loop and Nanaya's 214b corner loop. I toss Akiha to the side to main Nanaya and sub Sacchin. I begin to understand when to block and when to push buttons, but still play pretty reckless overall. No good competition leaves me no guide to seek or understand improvement.
Late 2006: Act Cadenza for ps2 comes out, I purchase the game and start really getting into the community and the early hype over ps2 port. I play a lot with the few locals, watch a lot of videos of American and Japanese play, learn all my combos well, and get a very basic inherent understanding for spacing without realizing it. At this point my feelings were "To be good you need to be able to execute good combos". I didn't understand anything about fighter fundamentals.
Mid 2007, EVO: Act Cadenza ver.B releases for PC and I purchase it ASAP. I meet up with people of the community for the first time and participate in my first tournament. I am completely trampled, 0-2. Despite my crushing realization that I just plain suck at the game, I have a shitload of fun with everyone and get motivated to improve.
Mid 2008, EVO: I start to understand fundamental concepts of spacing, how to be patient on the defense, and how to pressure. I'm still very poor at shielding, varying blockstrings or mixups, and have no concept of confirming air counterhits or bursting. Once again, I enter into the tournament and get utterly destroyed 0-2. Through the tourney, I end up gaining a lot of knowledge and realizing my worst repetitive habits. At the end of the tournament I decide to drop Nanaya, and decide to pick up a new main. My goal in the character switch is to relearn the game with all of my newfound knowledge, yet prevent myself from automatically reverting to old bad habits.
Late 2008: After seeing the hype pre-release Actress Again footage, I decide to switch to Miyako in preparation for the new game. I learn how to abuse active frames, learn how to tick throw, learn what frame traps and staggers are in block strings, and greatly level up my execution through months of constant training. My natural feel for spacing levels up a bit and I am able to do basic mixups during blockstrings and okizeme. I'm still poor at shielding and confirming air counterhits.
Mid 2009 EVO: Everyone's pretty anti-hype over melty, waiting impatiently for Actress Again to release and playing the newly released Vanguard Princess. I only get in a few sparse matches, and overall don't improve much.
Late 2009, NEC: Actress Again releases, I promply buy it as usual. I want to play C Miyako, but later end up sticking to F Miyako instead. I fly out to Philly and play with the best of the East and West coasts. I end up going 1-2. Though I felt I was a much better player than my final opponent, I lost myself to tournament nerves and my execution took a nose dive. Regardless, I come to a much better understanding of shielding, confirming air counterhits, and spacing throughout the event. I end up leveling up significantly afterwards as a result.
Mid 2010, EVO: Everyone is super hype that Melty is officially in EVO, and fucking everyone flies out to join in the event. I find that I am notably stronger than the average player during casuals, though still free against the top players, which is a confidence booster. As a result, I manage to stay cool under pressure during my actual tournament matches. I end up going 3-2 in Pool 2. My final opponent knew I was confident with the matchup against his main (I was giving him advice for his matches along the way), and as a result switched to his sub, to which I had no experience against and could dominate me in neutral air game. The true value of matchup experience is dropped on my face like a sack of bricks as I was cleanly beaten. In addition, my understanding of the neutral game (movement patterns, when to throw out normals, how to bait attacks and counterhit) is greatly increased during the event. After the event, I end up owning a stick thanks to an extremely generous friend, and commit to completely stop playing on pad from that moment on.
Current day: I grow comfortable with playing stick and begin playing many more fighters. I grow to understand how fundamentals apply in more traditional fighters and level up a little. I still completely suck at major zoning.
TL;DR: It took me around 5 years to really understand fighting games in an area with a relatively sparse fighting game scene. Without an experienced mentor to teach you, it's a long and bumpy road. It can be grueling, but it can also be a lot of fun if you have people to level up with.
I learned things in this order:
1. Combos
2. Defense
3. Pressure and Mixups
4. Spacing and Neutral game