A bit off topic, but one of the few X where this does not hold is marriage. Statistically, first marriages are more likely to succeed than any subsequent marriage.
Think about getting sent back to the beginning of your marriage, would you be better (with that one)? You would... that's the point.
[1] http://www.ons.gov.uk/ons/rel/vsob1/divorces-in-england-and-...
My point was that there exist skills (or goal oriented behavior, here the presumed goal being to stay married) that do not necessarily improve with "practice." Nothing else comes to mind, but I would be interested in other things that break the common notion of always getting better with "practice." Human beings are very complicated, and I can imagine other situations where practice does not make perfect.
I remember reading some research about divorced people where many reported that they had underestimated the emotional devastation that they felt after the divorce, and that if they had known how hard it would be, they would have tried much harder to rebuild their marriage.
As another off topic comment about how complicated people are, in marketing it is important to let people know that what you are selling is easy and quick and convenient and ... Except for one area, where it is critical to tell people how hard it will be and how much work they will have to do if they buy your product. And that field is body building. Body builders buy products that pitch how hard they will have to work and how much pain they will need to endure. Go figure.
I think you might have confused "getting married" with "being married". People who get married several times are probably pretty good at the getting married part. People who stay married, though, probably work hard on the day-to-day experience of being married. In the same way good writers work hard each day on the writing.
It's definitely true for writing. For a long time my vice of choice was mailing lists. Lately it's Quora, because you get a lot of feedback, and because you know you're writing for someone specific who actually wants to hear what you have to say, and because you get to read other people's takes on the same thing.
But the specifics don't matter. Just keep writing and reading. You'll get there. Just listen to Ira Glass: "Nobody tells this to people who are beginners, I wish someone told me. All of us who do creative work, we get into it because we have good taste. But there is this gap. For the first couple years you make stuff, it’s just not that good. It’s trying to be good, it has potential, but it’s not. But your taste, the thing that got you into the game, is still killer. And your taste is why your work disappoints you. A lot of people never get past this phase, they quit. Most people I know who do interesting, creative work went through years of this. We know our work doesn’t have this special thing that we want it to have. We all go through this. And if you are just starting out or you are still in this phase, you gotta know its normal and the most important thing you can do is do a lot of work. Put yourself on a deadline so that every week you will finish one story. It is only by going through a volume of work that you will close that gap, and your work will be as good as your ambitions. And I took longer to figure out how to do this than anyone I’ve ever met. It’s gonna take awhile. It’s normal to take awhile. You’ve just gotta fight your way through."