This is a big question to be quite honest so I'll break the answer down to smaller bits regarding defense, attack and so on. I won't be writing about classes and I'll try to talk more about mechanics rather than specific strategies (although I might note a few).
To answer your question in my opinion, in the long run practicing defense is more important than offense. You can get lucky with attacks but defense is completely in your control and if you have stellar defense you can force your enemy to make mistakes and punish them for it.
I like the oft used quote with chivalry players: "You have to block with your face". Many players have problems with blocking in chivalry because they don't understand how the blocking/parrying mechanics work. In order to block you have to be starring at the end of the enemy's weapon and it has to be as close to the center of the screen as possible.
Often you hear chatter about how some weapons are inherently harder to block because of their range and/or shape. One example is the dane axe, it can appear to clip shields or be unblockable but the problem is that the defender is not compensating enough to block the weapon. You need to look vertically at the sky to block an upclose vertical dane axe attack and that means looking away at the enemy which some players may feel uncomfortable about. This might be an issue you're having trouble with and in which case the only way to improve is to continually fight with the same weapon setups until you get better.
Another aspect of defense that is important is spacing. It is extremely important to know the range of your weapon vs the enemy's. As a rule of thumb shorter weapons are faster and long weapons are slower. Always try to remain in your weapon's optimal range and if possible stay out of your enemy's range. Your goal in terms of spacing is to make the enemy whiff an attack and punish them. Vary your walking and running patterns in battle and move in and out of the enemy's range to make them whiff an attack. Just be aware that your enemy is probably doing the same and you're constantly contesting each other and trying to force an error.
Offense centers a lot on your weapon of choice, fast, short and deadly weapons like the falchion will make you want to be upclose. With the speed of the falchion you can interrupt enemy attacks and constantly sidestepping trying to get behind the enemy making your attacks harder to block. With a large weapon like the halberd you'll want to stay outside the range of small weapons and try to poke away as they try to approach. As they get close you are at risk of getting interrupted, however you can always kick them away if you need some breathing room.
All melee weapon attacks have a windup, during the windup you can be interrupted cancelling the rest of the attack. With speedy weapons it is possible to link a barrage of attacks to prevent enemies from attacking. What the defending must do is somehow force the attacker to whiff, block attacks and punish or kick the enemy away.
You can also feint during windup. The basic uses for a feint is to fool an enemy into blocking/parrying. You'll see a lot of this with more experienced player they will chain feints until you start parrying before they'll commit to an attack. However feinting does take stamina, and you can use this against your opponent by continually moving and not getting fooled by their feints. Also, during a feint a player is relatively defenseless so you can use this to your advantage and attack them if you KNOW that they're going to feint (this requires knowledge of how your enemy plays, and is essentially a "read" on the opponents next move)
Lastly, after the windup all attacks cannot be interrupted. What this means is, with certain classes like the Knight you can commit to an attack knowing that you will get hit. Due to the knight's high defense you can trade blows with the enemy and come out on top. Some weapons like the maul fit well into this strategy, the weapon has tremendous power however has a slow wind up and attack speed. Thus, you can start your windup early and rush to your opponent's range. An inexperienced opponent will try to attack you, however since you're on the last stage of the attack this will cause them to get hit. However armed with a maul, every trade is a trade you win.
Stamina and Health management
Stamina is very important because with no stamina you can't perform any action and even a successful block will leave you stunned and helpless. So try to not always sprint, and manage your stamina such that if push comes to shove you will have the stamina advantage during a long and arduous duel.
Remember that you can recover health, if you just survived a battle with a sliver of health just chill and stand around. Don't go rushing into your next battle as you will be severely disadvantaged. An issue I found with newer players is they're all too eager to die, just chill and walk into battle or let the battle walk to you (unless you're fighting archers then you want to run around like a headless chicken).
In terms of what game type to play to get better:
Free-for-all in my opinion is the worst type of game to get better at because it is too chaotic. You won't learn too many useful strategies as you're mostly just running around trying to gank other players.
Duels are great for getting better as you can learn the game mechanics very quickly. You can learn the range and speed of certain weapons, how to defend against specific tactics and ultimately develop your own playstyle. The only downside is that you won't learn team strategies and you won't be a better team player in other game modes. Also you will never get to a n vs 1 situation.
Team objective/deathmatch most people play on this mode and it's fun. It's more organised than free-for-all, but less so than duels. So it's not a bad place to practice, but to get better understand the game mechanics duels are the place to go.
You can set up a server and play with bots, however I find this to be a terrible way to get better because the bots don't play at all like a human would and you won't get anything much out of it.
This is a game that requires good latency, try to find games with <100 ping. Any larger than that and the game becomes more and more unpredictable. And lastly keep practicing unlike shooters which most players are experienced with you have to allow some learning period for this game. Oh and please comment if you think I need to cover some points into more detail or didn't answer your question adequately :)