A ninja must be quick on his feet. A ninja must be steady and calm. Make sure you use your ninja arts whenever possible and always strive to get your attacks in as much as possible while being aware of enemies outside the camera range. Always kill range users as fast as possible to avoid getting stunlocked.

Your animations can't be interrupted so abuse i-frames when doing attacks, juggle enemies like in DMC also helps.

Assuming you're talking about 1 and/or 2 and not 3 or 4; charged Ultimate Techniques (hold Y/Triangle) are your best friend, without exception. If you start charging one as soon as you land from a jump, you'll skip the first few frames of the animation and start charging right away speeding it up. If there's ever yellow essence orbs around (which there will frequently be), use Ultimate Techniques to clear some enemies out whenever possible since you're fully invincible during the animation and they can kill fodder enemies. Never stop moving, spam jumping dodge rolls to get around. You don't have to try and finish every attack string you start if it's not safe, which is something it took me a long time to learn; sometimes it's best to just get a few safe hits in if there's still other enemies around. Learning what moves can break guards on enemies can be really important, especially in 1/Black where you fight a lot of blocking dudes. A really valuable piece of tech is shuriken cancelling animations; after doing some moves you can throw some basic shurikens to cancel the animation and act sooner. Oh, and if you're not currently Izuna dropping something, you should be Izuna dropping something (XYXXXY with the Dragon sword at least, other weapons are a little different).

@Octopus im playing sigma 1

Hell yeah, Sigma 1 is great. Everything I said there especially applies then.

So you're actually playing the GOAT game, you're in for a treat!
Approach Ninja Gaiden as if you're learning a new fighting game, there's a whole new set of skills that you'll acquire while playing these games. Oh and the most important part; actually have fun with it!

Basically what the others said, taking advantage of i-frames & safety is what keeps the flow going in these games. The most powerful tools in your arsenal are indeed Shuriken Cancelling (huge & fun to play around it!) and Wind Path + Footstool jumps (usually best done after dodging or shurikens).

Don't be afraid to just test & practice combos. Sometimes I like to just save at a location, mess around with some new stuff on enemies, then just reload the save or checkpoint just to test more stuff or find out what's better.

Like just mess around with something simple like:
SQUARE > TRIANGLE (HOLD) > SHURIKEN > WINDPATH+Footstool on enemy
You'll kinda understand what you can do in general.

Getting hit is normal & some enemies have a set chance to dodge, just think of it like a test of endurance & always keep your wits up!