Beat the main game (stages 1 through 6) without using a "continue"; that is, without losing all your lives and accepting the option to retry the stage.
Don't try to clear it at once perfectly; try to see how far into the game you can make it, normally, before losing. Then, try to practice on the parts that give you the most trouble. Do not be afraid of bombing; unless you are extremely lucky (or a god), you will NEVER get through the game without bombing (not really true, if you REALLY know what you are doing, but it takes much practice). But be smart about it. The different Bomb system (than the older, personalized ones) makes it so using a bomb will weaken your Shot firepower, so you mut decide whether bombing or not is worth it (though this option is often out of your hands when you take into account the wall (an actual WALL) of bullets the game sometimes sends your way). Also, try to work out a method or strategy to certain things, like deciding when would be the best moment to bomb.
I'd reccomend trying it first with either ReimuA or ReimuB.
Also, watch out for stray goddesses, fairies, curses, kappa, tengu, mikos, more goddesses, pillars and danmaku. Oh God, the danmaku.