Can be said for pretty much any new UQ. (The ones you can fail.) Or better yet, it doesn't differ so much from real life too. No matter how cliched it all sounds, it is for the majority of situations quite true. "One will fail first, before one succeeds."
With PSO2 and many other games, "You'll only get better by playing it/You won't get better by not playing it." Guides and tutorials are indeed a great fountain of knowledge and wisdom and one could prepare first by reading and following them before participating, but it only gets you so far. To truly understand the content and to get better at them, one needs to participate in them. There is no other way to get better at UQ's than just doing them, and no means of training for Urgent Quests beforehand.
The first run will in most cases never end 'perfectly'. (Not saying it will fail, but getting a 'perfect' run on anything you try for the first time is rare. It surely can happen, but when it does it might have been more based on luck than it was conscientiously achieved. If it wasn't, expect it to be an outlier rather than a common occurrence.)
"A master has failed more attempts than a beginner has even tried." Failures will come, it's to be expected. Even in real life. As long as one is willing to learn from failures and mistakes, all is good.