If you are a beginner, studying tactics and doing puzzles. Always keep your pieces defended, even if there aren't immediate threats: undefended pieces may become tactical themes (which means, your opponent might be able to explore this two or three moves ahead). Always consider checks first, then captures, systematically.

A level up, studying openings.

Always go into a position with a plan (which generally means, which squares you want your pieces to occupy). A bad plan is better than no plan at all.

The plan must be continually checked with calculation (and here is where tactics is useful), and you must be ready to change plans if things don't go well.

You need also to study strategic concepts like weak squares, pawn structure, pawn majorities. This helps you to quickly identify what should be your plan even in a unfamiliar position.

If you have trouble winning a game that you should have won, study endgames. Specially, if you are ahead of material, try to simplify the position (trade pieces to give your opponent less chances to come back), and specially simplify into an endgame where you're sure you will win.