Do you practice with a purpose?
As a golf professional I noticed that you generally see articles/videos about how to fix a slice, or how to hit a chip shot, or how to change a grip, but very rarely do we ever talk about how to practice. As I give lessons during the day I see hundreds of golfers beating balls without a plan, mindlessly hitting ball after ball. Hitting down a range that most likely is multiple “fairways” wide. This couldn't be further from how you need to practice. This is why I always tell my students, “practicing without a purpose is just exercise.”
Are you actually working on a fixing a swing movement or a specific shot? Are you picking a target or are you just hitting down range? Are you going through your on-course setup routine during practice?
Something that I believe is one of the most important things that you can practice is as simple as setting-up the proper way every swing. I see so many students that come to me that are simply missing every green because they have developed the habit of setting up the wrong way. This can be fixed by use one or two alignment sticks or another club at the feet to help you set up your body and feet the same way every time.
Serious Practice that is personalized to your skill type.
What you need to work on is unique to you. There are very few golfers that understand how to practice in a way that leads to actual improvement. You need a personalized plan that stretches your comfort zone. This is something you and your golf instructor (if you have one) should talk about to put into place.
What shots and situations make you uncomfortable? This is something you need to ask yourself. Figure out what you'd like to do well and then devise a plan to work on those areas. If you hit your wedges close from 120 yards, start trying to hit choke-down 7-irons the same distance. If money matches make you feel edgy, it's time to bet $5 per side to get your mind more comfortable playing under pressure. Find the areas where you want to improve, then focus on drills that challenge you.