Pick easy games to start out with.
As a rule of thumb, cute-em-ups are usually easier than other shootemups.

Specific recommendations:
- Star Parodier (Turbografx16, vertical)
- Flying Hero (SNES, japan only, vertical)
- Coryoon (Turbografx 16, horizontal)
- Steel Empire (Genesis, horizontal)

Do a quick checkup on your input lag and try to shave off the easy gains.

Practice, yes, but more specifically, you'll have to memorise many of these games.
Shmups are similar to percision platformers in this way.
The games I recommended are more forgiving and will give you an easy entry.

picrel is star parodier btw