For me, I set my priorities straight - when it comes to music and rhythm games, I play them primary one reason - to listen to and discover new music. So whatever I do in this game has to be related to that goal.
The biggest mistake aspiring players make in this game is to set too unrealistic goals - attempt to make it to the top of the rankings by playing Insane/Expert difficulty maps (and only those maps) and farm for PP. It's called the "I want to be as good a Cookiezi" approach. But from that approach, only two outcomes come out of it.
The first outcome is that the player is actually good enough to make it to the top of the rankings. That's extremely rare.
The second outcome (and the one that happens 99% of the time) is that players, when PP farming, hit a complete wall, don't understand why they're no longer gaining any PP, then come to the (false) realization that this game is too hard for them and thus it's just not worth their effort and time to actually put in the work to be good, and then quit.
What players who fall under the second outcome do not realize is that there's more to osu! then just playing osu!. First, by playing just the Insane/Expert difficulties, you miss out on half of the beatmaps you can potentially play. That narrows your music library. Second, there are three other game modes (and hopefully a fourth by the time the big new update comes out) that players can try. Third, you can create your own beatmap and also customize your own skin to enhance your gaming experience. And that's not to mention the Multiplayer aspect of the game, which players play mostly to have fun and meet new people. Many players do not realize this. They just see this game as "Oh, that looks cool, let me try it... oh, this is too freaking hard, it's not worth it" and they don't try to understand the true beauty behind this game.
I guess that's why most players quit and I'm still here.