I'm not sure what the question is. Start by trying to beat the first level in under 1:05. Next try get red stats in all levels you're interested in on TSC.
Do you mainly want to do IL's or full-game runs? Egg-Shuttle is the most common single-segment category and regular any% has been ran as well but I can't remember by whom.
Generally speaking you should just watch the fastest runs, copy them as much as you can and then try to improve from there.
Here's some Egg-shuttle runs:https://www.youtube.com/watch?v=svQCNVTeeFMhttps://www.youtube.com/watch?v=9SMwsjc1dIMhttps://www.youtube.com/watch?v=7d1YG1ZR2bE
We all do different tactics at times so a blend of these videos would probably be more optimal than either one stand-alone. Also the video with me in it was a no-reset marathon run so don't compare it too much with the other guys' PB's ;p.
For IL's just search the level name and "speedrun" or something on YT. DarkspinesSonic and CrypticJacknife have the most high level ones on YT I think.
For specific glitches you can't figure out it's usually best to just ask directly in PM's.