What does Cross Canter do?
EDIT:
And now back with an actual answer to your question! I'm not very good myself, but I started out really crap and have improved a bit, so.
Training mode has a lot of options and those can be pretty overwhelming, but the most useful as a beginner I found these:
Combo trials (go into training mode, bring up the menu, select combo training -> combo trials). Start with the first and work your way through them. If you can't make a combo work, you can turn on "slow motion" from the training options menue. Go as slow as you need until you understand which keys you have to hit in which order, then bit by bit get faster again. Also, there's an option that displays your inputs as you're doing them; those can help you figure out where you went wrong with something.
Learn to block: In training mode, set the training dummy to "AI" (you have to scroll down the trainings options a bit to see this) and then do nothing else except trying to block, or moving around and trying to block. You might have to tweak the AI difficulty level a bit for this. If you haven't found that setting yet, it's from the game's main menu under options -> game options. I found "normal" a good pay-off between the AI constantly trying to attack you but not going into long combos, but YMMV. Again, make use of the slow motion option to learn to read your opponent's actions. (I'll have to do this myself again to find out what Cross Canter does.
)
I also found it extremely useful to play through
arcade with laughable difficulty settings because when faced with a respectable opponent, I would just panic and start to button-mash and forgetting all my combos and stuff. Playing on Sleep-Trot or Easy helped me to relax a bit and trying to think about what I'm doing. I still button-mash a lot, but I am getting better at this.
Targets Practice is also pretty fun and helps with precision and thinking about what moves work best in what situation.