More advice..
If you get hit but are still flying, check your damage immediately (Ctrl-D). If the damage is "Engine damage" (either engine one or two) shut that engine down right away! If you don't your plane might blow up in a few seconds. If the damage is "Oil leak" you can keep that engine running but shut it down when your oil pressure finally dies out on that engine. So, in summary, if you sustain "engine damage" and don't shut off that individual engine, you'll more than likely explode.
There are some gunnery tricks to learn. I won't go into them now, other than to tell you that you can use your huge speed advantage to nail a plane that is trying to use a sharp turn in front of you to avoid you. Just get the nose of your 262 over to where you think the other plane will be in a second or two and let it fly into your guns. This only requires that you be able to spot the direction it's starting to turn from a distance of 1.2D or so. If you perceive that the other guy might be able to get all the way around (to a HO position) before you get there you can decide whether or not to take evasive action yourself (you'll learn NOT to take foolish chances with a 262). I've always had better luck using this type of angle intercept, instead of trying to *follow* a turning plane, and have killed lots of spits, n1ks etc. this way.
Also, first couple of times I flew the 262 I got very nervous. Don't let it happen to you. You have an excellent chance of surviving many sorties if you remain calm, methodical, keep the plane fast, and use your brain.