Yes, you'll need to sprint sometimes. No, you don't need to sprint all of the time. In fact, having your players chug along as quickly as they can is often detrimental to your chances of victory. You're far less able to turn and react to opponents when sprinting, making the loss of the ball in populated areas all but inevitable against a team of reasonable ability.
Instead, get used to sprinting into space and slowing down again when you're in traffic. This way you'll not only have better control over your passing and have better luck avoiding tackles, you'll also give more of your teammates a better chance to catch up to you and get involved in the play. Plus, sprinting all of the time tires your players out... not good if you're trying to hang on to a narrow lead at the end of the game.
Skill moves are not always easy to execute. Similarly, it's not always easy to memorise which input results in which trick. Resultantly, it pays to dedicate some time to perfecting the relevant timing and analogue stick movements applied to each trick. Having a repertoire of abilities can help in difficult situations, although it must be pointed out that it's not possible to rely wholly on tricks to achieve victory.
When learning tricks it's best to tackle them in small bunches of three or four. Once you've memorised those few, you can move on and learn some more. Trying to learn all of them in one swoop is not impossible.
One of the more difficult situations to consistently dominate is the one-on-one: your striker versus their keeper. The finesse shot works well here depending on your shooting angle and how close you are to the keeper, but you might be better off faking a move one way before slotting the ball comfortably into the opposite corner.
Experiment with the different strikers on your team in order to understand how best to use their skills in a range of situations. Understanding their strengths when shooting certainly helps when the pressure is on to put the ball into the net.
When setting up your game plan you have the option of building up three formations for the game. You needn't take any notice of this, but giving it some attention can pay dividends down the line. Having a different formation for attacking and defending is the minimum you should be putting into effect. It's startling to notice just how much this alters the way you play the game, with players taking up wildly different positions within the same match - should you ask them to.
The real trick, of course, is knowing when to switch between formations. It's all very defining a rock solid three-man defence, coupled with a front seven when you're in attacking, but if you can't recognise the optimum moment to change formation than your hard work is wasted. Learn the game, learn when to change formation.