Close the game as soon as you get a miss.
You can press Escape or ALT+F4. Either method will ask before you close the game, but upon reopening your grid will be reset.
You can also exit and restart if the number patterns you're given do not make sense.

A directional arrow marks the end of a ship.
It's best not to click beyond a ship's frame as they almost never generate right smack next to each other. Remember to check the grid numbers if your first hit is a square instead of an arrow. It can be difficult to determine which side to blast next.

Lots of little numbers on the side of the grid means lots of little ships. You will probably see a bunch of ships that are 2x1.
Alternatively, a few big numbers means you're going to see a few long ships.
Be sure to recheck the numbers above and on the sides of the ship because they change as you completely reveal a ship. It is rare that you will see two large ships in the same row!

Think in terms of length and width.
A ship is ALWAYS going to be 1 block "wide" but may extend along the column, rather than sideways along a row of the grid.

Here is an assortment of example pictures to help you see how the grid might be laid out.

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