A lot of people are insecure about their rank in their game, including me, so don't sweat it. That insecurity can be used as inspiration to improve but it can also make the game more stressful so balance that how you will.
I've probably spent half as much time watching youtube videos and on the forums as actually playing the game because I think it's interesting to see how other people improve and to pickup tips on how to improve myself (few other games you can see the statistics of other players and the paths they took to get where they are).
There are a lot of things that affect how people improve, including prior experience in relevant skills (music, shooter games, etc.). For example you have pros in shooters that become very good at osu! extremely fast because their aim is so impeccable.
Another thing is the quality of your practice. There is loads of advice out there on how to optimize your practice time but I think the most important things are
1. Pay attention to why you missed, then improve that skill
2. Play lots of music, and don't spam retry
As long as you are doing these two things, and being honest with yourself on why you missed and paying attention, you should always be improving. But sometimes rank doesn't come right away because the expression of a skill doesn't come out until you reach certain checkpoints in learning it.
Example of this process:
Play a song with fairly easy rhythm but spaced notes and you are missing a lot. Realize it's because your aim sucks. Play a bunch of other songs and focus on hitting the center of the circle with your cursor for a while. Every once in a while return to the song and eventually you will see that your aim has improved.
Except, do this with ALL of the skills at one time. Constantly hold in your head what caused you to miss/lose acc in the past in and choose what to focus on primarily for each song, and adjust as necessary.
I think improving skills like this is the most efficient method, with a close second being playing through songs and trying to beat your old best acc or something. I think of this more as a secondary process though.
It's kind of a stressful thing to do, so obviously sometimes just play whatever. I like to combine the above practices with just hitting F2 (random) because it adds some fun to the seriousness. I also throw in multiplayer because the competition can help me focus, especially when trying to beat higher ranked players (example of how to use insecurity and competition to your advantage).
I hope this helped. I've watched a lot of videos and read a lot of posts and experimented. I think this is the best, but you can't expect immediate results. Part of the "meta" fun in osu! for me is seeing what tactics seem to give me the best results, and I think it helps me improve a lot when I apply it.