Make sure to focus on getting a good fit around the legs first, the lower tapes are the first tapes you should apply.
When you have it all taped on, run your finger along the inside of the leg gathers to make sure the plastic for the leg gathers isn't inward in the diaper and the elastics are on the
And make sure you point your noodle downward in the padding if you're a gent so you don't go leaking out the top front and/or sides.
Being too warm before being wet, try baby powder(cornstarch based powder is safer) as it helps keep you cool and keeps your skin dryer and not so sweaty before it's saturated.
As for being too warm or cold when wet, that comes with being in wet padding and cant really be helped. If you're experiencing being too cold try a diaper cover, those tend to keep that area warm and it helps prevent any leaks that might happen when your diaper is reaching capacity. If its too warm when wet, sorry to say that comes with wearing proper plastic backed tape on diapers, you just have to change when it's saturated enough.
Staying in a used diaper isn't healthy and can cause rashes if you're not careful, if you're wearing for extended periods use barrier creams and powder to reduce the chances of rash.
There's also this handy ADISC article on how to put on a diaper that might help:
https://www.adisc.org/forum/showthread.php/83448-How-to-Put-On-a-Diaper
As stated in the article and most likely everyone else who's adept at wearing and have been wearing for years, it takes a little practice to get it just right.