Clean the paint while it’s wet and easy. Then you won’t have to clean it when it’s dry and hard.
This particular method is called a Color Change Rinse. It’s not always necessary to do it between every color though. In fact I know artists who plan the order of the colors they spray based simply on how many times they’ll need to clean their airbrush.
Generally like dissolves like. water for water, alcohol for alcohol, etc. If you’re ever in doubt most paint manufacturers have their own brand of cleaning solution.
The die-cast aluminum body of a Gx airbrush almost eliminates this problem, but there are still brass fittings that the ammonia likes to attack.
Beginners are always slower when they go through the instructions. Your speed will come with time, but being thorough is more important.