Make sure you know how to run through the entire next hazard before you start through it. Often, you'll need to enter a hazard on one side, then wait for it to reposition itself to set enable your exit. Precise types will be necessary to maintain your position. If you try to rush forward without taking time to consider your approach first, that's a good way to end your run prematurely.
Mind the Beat
If you like the soundtrack, that's great, but make sure that you don't find yourself accidentally tapping along. The music and the on-screen action aren't necessarily in-sync, and if you start tapping to fit the rhythm--perhaps subconsciously--that does you no favors. It might be better to disable the sound from the main menu.
Pause Works
The game is fairly intense, but sometimes you might get a good way through a run and an emergency arises. You can pause the game to keep playing from that spot, but make sure to pause play in a manner that makes it easy to resume. Before you unpause, make sure you're tapping to keep your ball continuing upward (or at least maintaining its position, so it doesn't fall backward into a wall you already passed).
Walls Are Optional
As you pass through the shapes, you're in trouble if you brush against a wall with a color that doesn't match your own. Definitely aim to pass through the appropriate walls, but an even better option is not zipping through a wall at all. Sometimes, you can grab a star and get free of the area without touching anything else, and that's just fine.
Consider the Whole Hazard...