My best advice would be - have fun! Focus on what's most interesting to you. Write self-indulgent stuff!
Being canon-compliant is secondary to having fun while writing. People can feel when the author genuinely enjoys the writing process.
If you're stressed out about characters being OOC, I'd recommend doing a little exercise: write down the most prominent character traits, values and small but characteristic quirks of a character. It usually helps me. I do it even with my original characters for my book when I feel that they sound OOC - it helps with focusing on the most essential stuff. :3 When you do that, you can "filter" their behaviours through those traits. For example, if a character is loyal, brave and secretly scared of rejection, they probably wouldn't ditch their friends in a dangerous situation. And if they did, the circumstances would need to motivate them to do it by playing on those core values.
Writing dialogue is hard as fuck - I just act it out either in my head or out loud. It often still sounds a little stiff, but it improves with practice.
Just write what you like, and write as often as possible without overwhelming yourself! Remember that fanfiction should be something you do for fun, and you don't have to be perfect. Everyone's first ff is a little awkward, so don't worry about it :]