We have all had games where we knew we were winning, but we couldn't seem to finish it off with a win.  You play well enough to get to a position where you both know you are winning, but then he seems to play better or you play worse.  You have play, but he has counterplay, and things just get complicated.  You end the game (losing or drawing) thinking, "There had to be a way for me to win that.  I know I was winning.  How did I mess that up?"  The following two games illustrate how to avoid one of the easiest endgames in which one can throw away an advantage---the queen endgame.  The first step is knowing that you should try to avoid a queen endgame by trading queens.  Many players just start grabbing pawns and checking the king randomly with their queen while their opponent does the same and it's just a big free-for-all.  That is not how to win when you are ahead.  That is how you draw when you are losing.  The easiest way to win a queen endgame when you are ahead is to have (or create) a won king-and-pawn endgame and then trade queens.  This presumes you can determine when a king-and-pawn endgame is won.  Can you look at a position and say, "If the queens were gone in this position, I have a won game by doing X, Y, and Z."  If you can't, you need to keep the queens on until you create a winning king-and-pawn endgame, or you need to study king-and-pawn endgames some more.  In the first game, Black gets ahead by using the queen, and then finds a clever way to trade them off.