Theres not much that one can really teach about demoman mechanics in a forum post. The only easy ones to identify would be;
Practice stickies in DM mods and ignore the people that whinge about it. Even though there are pretty overpowered, try to get better by giving yourself disadvantages. For instance don't pre-fire an air sticky at a jumping soldier in mge and instead try to battle him down from full hp. Or dm a triggerbotter. Remember in a match that you aren't always able to 1v1 a person when you have a full buff and full ammo.
Secondly with time you will learn that quickly switching between your two weapons has an immediate effect on your enemies movement. When you place a sticky near your target it generally commits your opponent to one of two choices; to rush over it or to shy away from it. Over time you will be able to use this decision to your advantage. By instantly switching to your pipe launcher after firing a sticky you can use this brief moment of predictable movement to hopefully nail him with a pipe.
A third nuance to sticky placement that you will learn over time is the 'corner sticky'. Jump into badlands middle and try to place a sticky on the edge between the top and the side of the crates on the trains. This sticky now has a much bigger area of control because now it denies both people on top of the train and rushing around the side of it. If you can get good at placing these in combat situations you will find it a lot easier to defend yourself against opponents who have a height advantage against you. These stickies are easier to place (in my opinion) than getting one directly on top. Furthermore you will find a tonne of other places all over other maps to use them. Railings, gran crates, process last ledges, basically any narrow high ground.
Another asset is to master the slidy crouch jump thing. Where you place a sticky in front of you and then just crouch just over it instead of jumping. You will see termo use it a lot in his frag vids. It is very useful to get quickly through low doorways for starters. You can even use it to jump to blands last without having to go through the door first (where you could get juggled or spammed low easily). It is especially useful if you are in an uber too and need to close ground quickly.
Above all though, demoman is a class that relies heavily on map knowledge. As you go along with your 'tf2 career' you will learn the most predictable places to spam and get a real feel for the ebb and flow of a battle. Theres times to be aggressive and times to be passive. Try not to sit waiting on sticky traps too long. If you are going to set up a trap its best to make it a quick entrance trap, blow it early and deal some damage for your team. By all means be creative though, a med drop to a trap is a pivotal moment in a game.
The best way to pick up game sense of course is to watch top tier demomen do their thing. If you can get your hands on some termo pov's or some of b4nny's old ones do it. Sit down and watch what they do. You will pick up a few things here and there and eventually get an idea of how they would react in a situation. Sure, their dm is significantly better than yours, but look for the small traits in their play and their positioning. Then watch one of your pov's and see what you did wrong that they don't do. Above all try to see why you died, whether it was worth it and if not, if death could have been avoided.
I found it very interesting to see my perception of the game evolve with every 100 hours I played. I would watch a b4nny pov, see things I could improve on and try to incorporate it into my playstyle. 100 hours later I would watch the same pov again and be able to see actions and thought processes that I couldn't perceive before. Eventually you will get to a stage where you can organically make up your own effective playstyle, for better or worse. Above all try to have fun.