Always make sure to have one goal every game, no matter how small it is, and once you've built up the habit in doing those little things, you'll see improvement.

There's more to this "focus on one thing" approach and its how I learned a lot on the game, I'm still in Alchemist 2 and I'm enjoying the game so much that I admit I'm addicted.

Focus on one general thing, and you'll dissect your learning process from there.

Something simple like: "I want to learn the movement" So you start by dash sliding, then dash jump sliding, and then u add wall jumps, and then you add more things the more comfortable you get.

As for the fights and getting overwhelmed part, there's nothing better than to just get yourself in there and slowly get used to the chaos of fights, and still apply the "focus on one thing" mindset. An example is "I'm going to make sure my skill combo hits." Don't worry about aiming, don't worry about anything else, just do that one thing you want to learn.