When starting a training program, as a beginner or even an experienced athlete, will often try to crush themselves every workout. Heck, there are organizations and trainers that live and die by that concept; think CrossFit.
But, the last thing you want to do is start off hard and fast. It takes quite a while to establish a strong base of technique, strength, and endurance, before you can start testing them during intense workouts.
The most effective to see improvement in all three is to 1) be consistent, and 2) take small steps to your goals in the gym. Too few training sessions and too much load or intensity are just going to get where you don't want to be faster!