Practice does make perfect, but the more difficult the game the more practice required. And, of course, it varies from person to person.
Take me for example: I've been gaming since I was old enough to know that the toilet wasn't trying to eat me alive, and during all that time I've played any number of racing games with my older brother. To this day, I suck at racing games. He, however, having exactly the same amount of gaming experience as I, is one of the greatest racing game players I've ever seen and that's saying something.
The reason being, he's in love with cars and I'm not.
If you like a game, or you like a type, it's easier to practice at the game. Now that's where it becomes tricky, because when playing games like Call of Duty 4 you'll eventually realize that there are people who love them so much they play all day and night, perfecting their grenade tosses and movement sniping abilities.
If you're a casual FPS gamer, like me, you'll find that you're out of your depth in online matches because while you may or may not be a competent FPS gamer, there will always be some obsessed FPS fanatic on the other end of the sniper scope with his crosshair pointing between your eyes.
So yes, practice does make perfect. However, if you can't devote half your life and one or both of your testicles [Or ovaries, for the lady gamers] to the game, don't feel bad if you keep getting killed. The people that do are a strange and rare breed who can't understand why everyone else doesn't like their ability to kill with such precision.