It's not a tradtional shooter, there's no moment in which the game will suddenly "click", you have to try really hard to improve.
Learning maps is one of the most pivotal aspects of the game. Learning "spots"...where to play and sit. Pro players tend to master a spot, and play that spot exclusively in teams.
Then you need to learn;
- Smokes and flashes for each map. Learn what "pop flashes" are, and where they are on each map.
- Crosshair placement, the most important thing to learn in CSGO that'll instantly make you better.
- Learning what to buy, and the concept of "eco" and an "eco round".
- Roles. Learn them...get a feel for what type of player you are. "Lurker", "Entry Fragger", "Support", "Awper" etc. There's other more niche stuff too.
- Strats. Learn various strats and executions...rimportant for competitive group play.
All of this stuff can be googled, and there's a wealth of resources and videos online, youtube in particular. You can sit in casual lobbies forever and still have fun, but at it's core, CSGO / Counterstrike in general is a purely competitive game. One of the best things for overcoming competitive anxiety is to simply play ranked matches exclusively. When you get better, you'll naturally climb. Don't play for rank...play to improve.