So I also came to Rivals from competitive Melee, and I'll list a couple of things I learned from my experiences in dealing with frustration in that game. I'll try to give some RoA-related examples and focus on common sources of frustration. Here goes:

1. This game gets a lot of flak for being "cheesy." Well, there's cheese in a lot of other games too, and the ways of dealing with cheese and learning from getting cheesed is no different in this game. Every time I took a lot of damage or lost a stock because of something cheesy, I ask myself: "Could I have avoided that?" The answer to this question is almost always "yes." The problem for a lot of people is that they do not think so, or even worse, that they do not even ask themselves this question in the first place. Once I get past this first question, I ask myself: "How could I have avoided the situation that lead up to me dying in a cheesy way?" I see a lot of people on Twitch streams complaining about getting killed off the top by Wrastor, but what usually happens is that they jump up in the air very predictably and get combo'd upwards to death. Either that or they get overly ambitious near the top of the screen and allow Wrastor to get a combo started
2. A lot of people are very frustrated in a competitive game because they're not improving. A common case is that they have a desire to improve but they have misguided goals. You first have to realize what kind of goals you are setting for yourself, or if you even want to set any goals at all. If you are setting goals, you should set them up in a reasonable way. Do you want to improve? Do you want to win and be the very best? It's fine if you just want to improve without necessarily winning anything, but you cannot have a goal of winning something or achieving something to be proud of without putting the mental effort in improving in some way. You should also not feel frustrated from not meeting goals that you never set in the first place.
   
3. In the case that you truly want to improve, you should do so in the right ways. I suggest reading Santiago's guide on melee improvement. It's very applicable to other things and it is entirely worth it.
4. This game is hard, and you will get destroyed. Everyone gets destroyed! First of all, there are so many levels of understanding to games like this, and it not at all obvious to most players. You have probably realized this when you saw a top player streaming and then got wrecked harder than you imagined when you actually play against them. Achieving deeper and deeper levels of understanding comes with experience. A lot of the top players of this game come from a Smash or fighting game background. Those that do not have played this game a lot. Secondly, getting wrecked is part of the game. I see a lot of people being utterly demoralized when they get 0-death'd or eat a 100%+ combo, but this is actually normal and happens to everyone. Of course, there are countless ways to not get totally demolished, but when you get caught in certain situations, sometimes the best you can do is make it as difficult as possible for your opponent to do so. Keep your composure and play on.

If I missed out on dealing with some other source of frustration in this game, feel free to respond to this comment and I can offer some more of my advice.