One of the things that I really liked in DM is that it's very easy to learn habits or skills that you'd want to develop in-game. There are a few things that I would recommend which might help, as I see a lot of people mess up in-game when it comes to spam, taking time with rockets, etc.
When bombing, aiming for head rockets on targets so they can't surf away.
Playing mid-range and trying to maximize your rockets.
If you panic when scouts are jumping around, learn how to pace yourself and hold your rockets to hit them when they're about to land and so on.
Though I think most people wouldn't agree with me on this, there's a lot of times when I see soldiers in general holding high-ground and completely beefing their spam in-game, so I think that it's a good idea to practice taking high-ground and shooting at people below, timing it around double jumps and taking into account peoples' movement.
As people have also said, learning to shoot walls and roofs (i.e. gullywash mid outside of choke) instead of the floor is also something that DM can help you get into the habit of.
Aside from that, just playing DM normally and going for directs and yadda yadda is cool too. I did all of the stuff I mentioned and I had fast improvements, and especially got a lot better at fighting scouts. Just try to have goals in mind when playing training mods and scrims and stuff, and you'll improve fast.