Donkixotis: Not much advice for a shmup,but maybe a few pointers will help
-Use bombs wisely! Try to save your bombs for boss battles and don't use them for finishing them off faster.Your bombs create a temporary shield in front of you,which blocks all bullets,use them when you are trapped and you can't avoid a bullet no matter what.Also,don't forget to use all of them.Better to use them than losing a life.

-Start from Raiden. The 'Raiden' game is slower compared to the more modern ones.This should help you get the hang of dodging

-Pay attention to the small guys. Sometimes the game sends you big enemies,which fire alot of bullets at once.This will make you shift focus on them and ignore the smaller ones...and that's when you die by a stray bullet from a small tank you forgot about.Don't lose sight of the small guys until you destroy them

-Choose spread power-ups at first. Spread guns will help a beginner,since you can attack many enemies at once
some examples: Devastator L,starts as spread and then it locks on 1 enemy. Endeavor L,fires 2 lasers left and right and has the fastest charge up.

-Choose a fast plane for starters. Fast planes like Chaser will help you with those clutch escapes whereas a slow one like Beast arrow won't.

-Move constantly,don't stay in corners. You don't wanna be a sitting duck in such games,be on the move.Use corners momentarily,get to a corner to draw 1 wave of attacks from enemies,dodge and leave immediately!Staying in a corner is certain death.
That's all,have fun!