How do I get better at Soldier?

It seems to me that every other soldier is somehow faster and has more rockets than me when I try to play soldier and I'm just trying to figure out what I need to do to get better at not dying so fast. I've done jump academy in the past, but I feel like I'm still a bit stuck in regards to my soldier skills (I normally main Medic, Pyro, and Scout) Thanks in advance.