redrob67 wrote:
Am I meant to do it in one go?
This, basically.
There is a certain number of lives to each credit, and you have a fixed number of credits. Can´t remember if the number of credits increase based on how many hours you play it, but the basic idea behind any shmup is that you´re indeed supposed to do it in one go. Using continues to play through the whole game while dying all the time is called "creditfeeding", and usually frowned upon. You didn´t clear a game in our terms if you didn´t do it on one credit. Occasionally, players will use continues to practice later, harder stages, but in general a full, proper playthrough is done with the preset number of lives.
However, Gradius V is a VERY long game with very tough spots. My advice would be to start playing the game on the easiest level and see how far you can go in one credit and don´t use continues anymore. This, of course, makes things a lot harder, but also more thrilling. If you are having troubles in later stages, use the stage select mode to practice these. You´ll soon notice an increase in appreciation for the game and discover a lot of techniques and details.... Well, either that, or you´ll start hating it
But "doing things in one go" is basically the backbone of this genre. These are very practice-heavy games, but I can hardly think of a genre where finally getting past obstacles that seemed unsurmountable before feels so satisfying. Like in real life, actually

Most shmups are designed that you´ll have to practice the game for weeks and months until you can clear it in one go, but the "1 life clear" (1cc) isn´t where all the fun is, it´s just the goal while you´re playing an intense game over and over. This makes is very different from most "see everything and then discard" genres nowadays. Shmups are very similar to puzzle games in this regard - playing a game over and over again, feeling good as you make visible progress.
Also, welcome
