Drywall finishing has to be one of the worst things to do. Only thing I can think of worse is concrete finishing or maybe roofing. Been in building construction an entire career (as an eng.) and have seen hundreds of guys doing drywall mudding and finishing over the years. Dang they make it look sooo easy. Last time I did it in our house in the suite and workshop, I finally got it turning out fairly decent. Watched lots of youtube vids.
Rule number 1 - never, ever put on more than you need so that it needs a bunch of sanding. Should only need a few light strokes with sandpaper and there should barely be any dust on the floor. If you missed spots, lightly add more and lightly sand again. Repeat as necessary until you've got it. Feather out past the sides of a joint as needed because trying to fill in just the depressed area between sheets isn't always enough to hide the seam. Putting on primer can help to reveal low spots/areas but forget about trying to sand it down with the primer on. Leave dust on the floor until you're done mudding because it really helps when blobs fall on the floor so they won't stick.
Using a rigid 6" trowel works good for getting mud onto the drywall, then take a thin flexible trowel to smooth it out. For inside corners, apply mud with a flat 6" trowel maybe 2-3' at a time then smooth out with your inside corner trowel. Three-way inside corners can be the toughest but again, apply mud with a rigid trowel first, then pull the inside corner trowel away from where the 3 corners meet. Use paper tape if you can. The mesh stuff is easier to apply but really isn't that strong and you can find cracks later on. All-purpose joint compound straight of the box works fine without needing to water it down.
Large open ceiling areas can be tough and probably need to use a wide thin trowel to feather the joints out farther to hide unevenness. You sure don't want to get a ceiling painted only to see that you missed putting mud on in some low spots or over imperfections, pffft...
