He said to Janine "Nothing personal, but no one becomes a Ghostbuster overnight."
Uh, Winston, in the first film, you LITERALLY walked into the Firehouse, AND became a Ghostbuster overnight.
Maybe he didn't fully consider himself one right away, it took him months or even years to really consider himself one of them.
I think he means you need practice before you can catch a ghost right away. Even Peter, Ray, and Egon failed to catch Slimer in the beam of the proton pack on their first encounter with him. It's not like in the movie we see any of their other times they catch ghosts.
"I'll be back!" The Terminator