On the subject of many games at once, what I've done with Melty Blood and King of Fighters is first pick up basic things I need to know to be able to play matches, then I figured as time went on, I could try out things on the fly while playing against actual people (gimmicks, set-ups, blockstrings), and I just use my training mode time for combos and optimizing damage. If I don't have time to do that, then I don't worry about it, because I already have basics down to help me fight against real people.
If that makes any sense. Juggling multiple games is always hard.