i played lobby once a while ago. i got my ass obliterated.
Lobby isn't really the best way to experience competitive. It's unorganized, you're playing with random people, and there's almost no cooperation.
In a real match, you're playing with people you've practiced meticulously with and you know how they work, and you can coordinate however you want. Also, as some classes you're basically going to die a lot. Like spy, you tend to die quite a bit, but the main role of the spy is to get an important kill like on a medic or heavy, and that's the biggest extent of what they can do, since most teams are conditioned to watch for spies constantly. So yeah.