I think there's a lot to this topic, but mainly, when it comes to old games like 2D platformers or whatever, a lot of skill is actually memorisation. Take the sonic 2 special stages, as an example. The later stages are so random and quick that it can be very difficult (if possible) just to wing it. However, once you've played through it 9 or 10 times, you remember where those tricky mines are weird ring loops are, and so you do much better. You're improving as you go, but more significantly, you're just remembering the correct sequence to press buttons. The same goes for all games - goldeneye is a lot easier if you can remember "When I open this door, there are 3 guards, two are facing away, a grenade works best" than if you don't know what's coming next. If you forget that, then what used to be easy for you as a player suddenly becomes tough again. Also, we used to put a lot more hours into our games back then. I've finished sonic 3 and knuckles... well sometimes I'd run through it four times in a day, because it was quick and there was nothing better to do. (once as sonic and tails, once as sonic, once as tails, once as knuckles) And whilst the zones aren't identical as each character, that's a lot of repetition to build up a strong knowledge of exactly what to do next. Most games I play through once and don't go back to - maybe I'll replay it once a few months down the line, but that's about it. If I played through.... Call of Duty 4 daily, I could wing everything because I'd know exactly when every bad guy spawned and the optimal technique to down them. Even the hellish chernobyl ferris wheel segment would be easy because I'd get so used to running through it.
That said, yes, I'm a lot better at games than I used to be. Since I play multiplayer games, other people are a useful metric to measure myself against. Driving games are another good way to measure 'improvement' because there are techniques (racing line being the most obvious example) that I simply used to not know, that I have since learned. I am better at these games than I used to be.
That said, I don't really seem to have got much better at RPG's...