Play games, do analysis, do drills (like tactic puzzles) and learn new ideas (books, articles, videos, etc).
In the beginning it's hard to analyze games because you don't know what to look for. You can use an engine to find missed tactics. For positions that were interesting/confusing to you, you can write down how you thought about that position and post the game in the analysis section of chess.com for feedback. E.g. did you think white or black was better, did you think your move was good/bad, did you think your opponent's move was good/bad, that sort of thing.
Might find some useful stuff here too:
https://www.chess.com/article/view/study-plan-directory
I also find that it's difficult for me to apply what I'm learning here on chess.com. I think that's largely down to basically a complete lack of real-world games I can play over the board. Or maybe I'm just rubbish lol.
I've tried Blitz, but understand that's not really the best way to improve. I'm thinking either longer length live games, or playing a chess computer?