The problem with coaching in osu! is that... no one really has a clue how to get better except Play More(tm). Even if you ask the best players, they don't really know why they became better than the players who spent an equal amount of practice time but did not become the best. (Unless some of the best players actually know some secrets to getting better. I don't know.)
But! There's still some advice that coaches can give confidently. And coaches that have played more could potentially give you maps that are good for practicing certain skills, because they know more maps.
Maybe more usefwl than coaches could be playmates? I've noticed that if I play in multi with someone I know, it increases the time I spend in osu! (I can easily play like 5+ hours in one sitting, without getting bored, if I'm playing with someone). And anything that increases the time you spend in osu! is something that makes you better. ^^ Just make sure to relinquish all commitments to IRL, otherwise those will keep you from playing more osu!.
I have some advice I think works for learning specific skills I could give, but that depends on what kind of skills you want to focus on. For example, if you want to become a good reading-based player, don't forget how to read AR 8. If you focus on playing AR 9 and above all the time as soon as you learn how to read AR 9, you'll start forgetting how to read AR 8. If you only play high AR, there's also the problem of reacting toinstead of reading maps, which makes you an inconsistent reader (HappyStick, Doomsday and Toy talk about this in the interviews by HappyStick on youtube).