Practice is all you can do to get better, but watching others is helpful too. I found that I like the ThimbleLady thimble best, and like someone else said I started w/the plastic one just to make sure. I am not great and I think I know how to do the rocking thing but my stitches aren't very small, so I just aim for consistent (and usually miss lol). I have only hand quilted one quilt, but it was pretty big so I got a lot of practice and the recipient was happy w/it even w/the uneven stitches.
Try not to aim for perfection and just enjoy the process.