This. Kobe is really awesome, Steve's just jealous. :p I talked to Kobe though, and he hasn't been in a fighting game mood, so that's probably out the picture anyway. :/
But yeah, basics is pick a character, learn what their general gameplan is, and just gradually learn stuff. There are a lot of videos online, so you can pick apart gameplay from good players. Learning combos is always a bit weird, since everyone combos different. Also, you have more timing specific things to learn like FRCs and stuff, you have to practice those and figure out where you should use them.
The biggest thing in Guilty Gear is experience though, every matchup and random players play different, so you have to be able to adjust on the fly. It's the hardest part since Guilty Gear doesn't have online play, so you have to deal with Steve. >_>