Wilhelm Steinitz 

A learner should seek as much as possible to play on even terms with superior players. 

Regularity of study and practice very much facilitates making rapid progress. 

In order to strengthen the powers of chess perception and memory, a good habit to cultivate is that of playing over from recollection one’s games, or more especially selected and well-annotated published games played by masters.

Siegbert Tarrasch

I need hardly add that I have never played, as they say, “for a draw”, except of course in positions which were unfavorable for me and in which best play on my part could at most lead to a draw.  I consider the expressions “playing for a win” and “playing for a draw” to be totally inappropriate.  I regard every position as a problem requiring the best move to be found, and I try to solve this problem.  If I find the strongest move, one which offers winning chances, then it would go totally against the grain for me to prefer a weaker move leading only to a draw.  And as for the routine chopping-off of pieces followed by a quick draw, I have always considered this to be detestable and absurd.

Emanuel Lasker 

One may err, but one must not deceive oneself.  He who bravely follows his judgment may lose, but even his loss profits him, provided he seeks to discover the reasons for it; and he grows to be a master, an artist.  But he who no longer ventures to back his opinion loses the quality of a fighter and approaches his fall.

You should keep in mind no names, nor numbers, or isolated incidents, not even results, but only methods.  The method is plastic.  It is applicable in every situation.

Avoid the habit of playing with inferior opponents; the custom of avoiding difficult tasks; the incapacity for admitting mistakes.

If you see the good move, look for the better one

Jose Raul Capablanca 

It would be a grave mistake to study the opening without keeping in mind the subsequent middlegame and ending.

 To improve your game you must study the endgame before anything else; for, whereas the endings can be studied and mastered by themselves, the middlegame and the opening must be studied in relation to the endgame.

 

Alexander Alekhine 

In chess you can only make yourself a great master by becoming aware of your mistakes and deficiencies. 

One trait more than any other determines one’s strength at chess: unshakable concentration, which has to cut a player off completely from the outside world.

Gary Kasparov

 Study old games.

 The ability to concentrate is the basis for everything else.

 Few people realize that the ability to focus one’s thoughts during the decisive moments of a game is just about the most important quality a chess player can possess.

Bruce Pandolfini

You want to improve? My advice is that you forget the printed word for now. Just play as often as you can, against the best competition you can find. You’ll learn far more this way than from reading any one chess book.

Simply play regularly and often against the strongest opposition you can encounter, pursuing this stimulating task with passion. Allow those games (not general guidelines and old-chessplayer’s tales) tell you what you need to study, and go from there.

review annotated games contested by strong players, solve lots of tactical, real-game problems (making sure not to move the pieces), and play as often as you can against strong opposition

 

FM Pelts and GM Alburt in Comprehensive Chess Course (Vol II):

"We beg students who are addicted to opening manuals to remember that most players who spend their time studying theory never reach A-level."

John Nunn

"If you want to lose a miniature, then here are three helpful tips. First of all, it is a big help if you are Black: losing with White in fewer than 20 moves requires a special talent which few possess. Secondly, choose a provocative opening, for example an opening in which you try to realize strategic ambitions, but at the cost of backward development and delayed castling. Thirdly, if something goes slightly wrong, don't reconcile yourself to defending a bad position - seek a tactical solution instead! Don't worry about the fact that tactics are bound to favor the better developed side; just go ahead anyway. Follow this advice and at least you will get home early."