If you're playing on career mode:

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• It's rarely a bad choice to upgrade the very top of the research chain. (Bigger rockets)
• Frequently not being able to control your rocket is because you're not paying enough attention to control surfaces.
• Take care to identify exactly what your problem is. Frequently my problems have been being unable to control my craft with precision or fuel problems.
• Don't be afraid to look stuff up. My recent trips to duna were at first guesswork(because I wanted to see if I could do it), but after that I looked up what the most fuel-efficient paths to duna were. That enabled me to do some fancy missions to ike involving multiple vessels making the journey at the same time. I did the same thing for reaching the Mun--- looking up a video where someone mentioned exactly when to burn prograde from kerbin orbit really helped me get to where I can always go to the mun.
• Don't be discouraged. Every new task seems really daunting at first, but once you figure it out you have it forever in your head. Eventually you'll forget how you even managed to not be able to do certain things. (I certainly don't remember why I had so much trouble escaping the atmosphere at first, for instance.)