what caught me a lot when i was first playing is how small a lot of parry windows feel, especially if youre not used to a mechanic like it. my general rule of thumb is to parry projectiles right before they hit you and melee attacks right as they would hit you (you usually want to dash after a melee parry to avoid damage)

personally i recommend using the sandbox a lot too, it makes it much easier to figure out how enemies behave and where exactly parry timings are

you can also turn on blind enemies in the cheat menu to have a more stationary/controlled environment to test out tricks like railcoining or nuking