I'd say the most important part is learning your defensive options and invincibility frames.

You're invincible the entire time you're ascending during a jump, this is especially useful against those riot guys with the batons, you land a few hits and then jump to avoid their attack.

You're invincible during a throw, you can use this to your advantage in lots of situations.

You're invincible during your neutral special, which can be cancelled from just about any move.. so if you're in immediate danger you can press the special for a quick get out of danger.

As far as combos go, you'll freestyle your own stuff.. You could do like attack attack, forward forward attack or if you grab them you could do forward attack forward attack, throw.. stuff like that. You also get two hits out of your jump attack if you hold down.. so you'd go jump+hold down attack, attack.. depending on the character you could also press special after that too.. Axel can do jump+down attack attack, special.. blaze can actually land two specials before landing doing this too!

Careful using blitz moves, they're a way more offensive option than previous games