You said you're playing on the Wii, so I'd like to warn you that this is gonna suck if you're using a Gamecube controller. If you can't get the game on 360, PS3 or PS2, try getting a Gamecube-PS2 adapter or some kind of Wii stick.
This video is a great introduction for beginners.
https://www.youtube.com/watch?v=2I83GsQGg6U
In the beginning, learn system mechanics, learn some basic combos and strategies for your character, and focus on neutral game (footsies, zoning, rushdown, keepaway) and good okizeme and getting out of others' okizeme.
Next, get good at Force Roman Cancels and focus really hard on not being predictable. A lot of new people struggle with fighters because they use the techniques people say and get demolished anyway because their tactics are basic and obvious. Nearly everything in Guilty Gear can be beaten if they know its coming. You should already be good at this from Melee so that's great for you.
You can already block, but now try to get really good at blocking. In most games, including GG, high attacks are usually slow and few and far between. So, most of the time you wanna block low and watch out for highs. You just gotta practice this, no one can really give you any help with it.