Games

Learn how to rocket jump and air strafe effectively. Don't use the Conch at first because it's a crutch. It's very powerful tool and highly useful if your team doesn't have a competent medic but it makes you rely on the passive healing instead of seeking out healthkits.

As a general rule, any 1-1 fight beyond mid-range is a waste of ammo for soldier. Once you start doing 20-30 damage rocket shots you merely become an annoyance. Either jump in to close the distance or use suppressive fire and move up. Sentries aren't affected by damage fall-off so that's an exception.

That said, using your rockets to soften up groups of enemies from afar is very useful. But only fire 1-2 rockets and then reload unless you think you can get a kill. Being caught out with 1 rocket in the clip and no shotgun is a death sentence for most soldiers. I've been spamming chokepoints to great success only to have a enemy that I could have taken with a few extra rockets kill me. At the very least, keep 1 rocket to escape with.

This is true for every class but turn on damage numbers and know your "rockets to kill" count for each enemy. A heavy takes all 4 of your rockets assuming you hit them at relatively close range. A spy, sniper, scout, and engi may only take 2.

Learn when to retreat back to your team. A lot of new players pick limited mobility classes like heavy and pyro which can't really escape most fights. They think that once they are in an encounter they are "forced" to continue until they either win or die. But soldier can jump back to a medic/healthkit if they're in a fight they can't win.