The short answer is just experience, and practical experience at that - playing the game often.
More than that, it’s learning from your mistakes - the first challenge is learning what mistakes you made, then you need to work out why and how you made these mistakes, and how you could improve in future.
It is also important to learn more about the nature of the game, if you really want to improve. In these forums alone there is a wealth of knowledge about game mechanics, through thread such as playthroughs as well as help threads. You can always ask questions, and the wonderful people here will do their very best to answer and help you in any way they can.
In terms of game mechanics, you should learn which units counter which, the best strategy and units for each doctrine, and especially master your economy, which can be the trickiest element of the game for many players (including yours truly!). Again, there are many guides on this forum alone - there is also the game wiki, as well as videos on YouTube (BMFox is the most well-known, although some of his videos are a bit outdated, the general concept of them can be super helpful for newer player especially).
It might be a good idea for you to post a playthrough of one of your games in the forum. If you don’t know what that is, check out the ‘General’ section, which has many threads dedicated to players’ games. I can recommend a recent one by @Lady Aragosta, which is a Historic World War she plays as Manchukuo. Once you’ve familiarised yourself with the concept of a playthrough, you can post your own - if you explicitly ask in each post for advice and guidance, then I’m certain many experienced players and forum members will be happy to help, discussing various aspects of how you can improve. I’m sure we will disagree amongst ourselves, but discussion is always incredibly helpful!
Perhaps this was too detailed of a response to a simple question - but I hope you found this helpful. If you really want to improve then I would recommend trying at least a couple of my suggestions! Best of luck 