It's hard to tell for me since it was very natural.
But what I did the first time I get the game was to took one hour with EVERY character of the game to try them quickly, and at least see the command list and how to punish the most obviously unsafe moves such as dp or invincible reversal moves (Often just guard it and then do a combo is enough but sometimes you must run or use a special because normals/runs are too slow). Just to know what is unsafe or not.
To do this there is something REALLY REALLY USEFUL : pick the same character for both sides in the training mode, then set your opponent guard on "1-guard-jump" mode. Try one move on your opponent guard and then hold up to jump as soon as possible. Thus you'll see if your positive on guard or not and you will see whether or not the move is safe or not (The timing of landing will tell you if you are + or - on guard and if you have enough time to punish).
Then you set the cpu on recording mode (Look in command settings the circle/arrow are for recording/replay with the cpu) and try to punish it.
I hope to be clear.
Once it was done, since I knew which characters to play, I started to train with it.
The main point is to learn every characteristic your characters have :
Which move is invincible, safe, can beat a cross up attempt, anti air, beat projectiles, is invincible to lows, pass through the projectiles is overhead etc ...
At the same time I tried to learn how to jump (hop hyper hop etc ...) more naturally. And
Then starting with basic no meter combos. And masterize them.
Then 1 Ex combos.
Then 1 Ex 50%DC.
Then 2 Ex 50%DC.
BUT I didn't look on the net which combos to made (Mainly because at arcades times there were not really info about the game for non top tier char), I tested by myself every possibilities I found. To learn the system, how things juggle etc ...
Then I started to play against other human players. And it was really hard.
Then I looked for possibilities after my combos on wake up and thought about how practical my combos were, because after some matchs I understood I didn't knew what to do.
Once I understood most of them were useless I remove them from my game, keeping the core, and really useful combos.
Since then I'm trying to play as much a possible against as many as possible players. To learn match ups, styles and improve my game. Passing a point you can't improve without playing a LOT and regularly.
Some months ago I understood I wouldn't be able to win some matchs because my punition combos weren't damaging enough, that's why I learned a mid screen HD combo with 2 bars with all my characters. Since then I'm missing them quite regularly. But I'm not missing it in training, still working on it.
But all this works wasn't useless I improved a lot my game level, clearly. However a long path still awaits me.
I hope this loooooooooong text will be helpful.