After spending years in the weight room, studying everything I could get my hands on, and spending ten thousand hours training people professionally I have picked up a few things. I am a long way from having it all figured out for sure, but I know a couple things. I would have liked to know many of the things that I know now when I was getting started. Hopefully, some of these ideas can help you make a little more progress.
First, you should spend time learning how to do the basic barbell lifts and learn them well. Reading the book Starting Strength: Basic Barbell Training by Mark Rippetoe or getting Starting Strength Coaching would be a good start. There is nothing even close to as effective as barbell training is for building strength and increasing performance. Your time spent in the gym training should be spent squatting, pressing, and pulling. Avoid distractions like balance training, stability balls, agility drills, isolation exercises, and high intensity circuit training. These things make no sense for a beginner. Important work is done with a power rack, and involves a barbell and heavy sets of five.
Second, you have to understand that you are only going to get out of your training what you put into it. Just showing up and pretending to train for an hour or so is not going to get you very far. Training involves intense physical effort and focus. If you want to succeed you have to work very hard and consistently add weight to the bar. You need to do what it takes to make progress. This includes resting when necessary, learning better technique, eating plenty of healthy food, and sleeping as much as you can. Don't waste time goofing off with friends.
Third, have a plan. You don't just wander into the gym without an idea of what you are going to do. Beginners must have a plan for getting strong and they have to follow a program. It may not seem like it when you're young, but time is limited. Do not waste any of it.
The last thing I want to remind you is that progress takes time. Working out hard for a few weeks does not get you very far. You have to be dedicated over the long haul. Most of the young lifters I work with are incredibly impatient. They think if they simply go as heavy as they can they will just get huge, but they miss all of the important steps along the way. The key to a solid foundation is consistently making a little progress each workout.
Young lifters need to avoid taking too many supplements, using too many accessory exercises, and doing too many reps. Young lifters need squats, sleep, good instruction, food, milk, and patience. Just learn how to squat, press, and pull correctly and spend your time getting strong. Over the years I have seen many, many young lifters succeed with this approach. Give it a try.