When playing or analyzing a game, consider every possible check or capture for you and your opponent. Write out what you think would happen if it took place, and then compare your lines with Crafty, Fritz, or Chessmaster. Finding your mistakes and trying to figure out why you made them (and hence how to avoid them in the future) is a great tool for improving. I wouldn't worry too much about strategy yet.

3...Nc6? - In the opening, your primary goal is to develop your pieces and control the center. The only way you can justify 2...e6 is by noting it releases your f8 bishop. But after 2...Nc6?, what is your dark-squared bishop doing? Nothing. A c5-push would have made sense. If dxc5 Bxc5 your bishop is on a fine diagonal and you have more central pawns. In d-pawn openings a c-pawn push is usually in the cards.

13...axb4?? - Your knight is hanging. Much better was 13...Ng4, saving it.

17.Rb1? - White is materially ahead and should be happy to trade pieces. Generally, trades favor the stronger player.

17...Qa4? - For the same reason, offering a queen trade is bad for you...

18.Qb2? - And declining it was a mistake.

22...Bxb4 - Nice! You've racked up three pawns for the piece. Importantly, you have passed connected pawns (b- and c-files)!  :)

24...Ra2?? - Ouch! You hang a piece. White is winning again.

33.Kf1?? - Walking into mate. Obviously, 3.Bxc5+ winning a pawn was better.