Why am I so bad?

In that endgame your king would have been better off moving towards the center, instead of staying against the edge and letting his king be much more active than yours.

37...Rd2+ 38.Kh3 Qf2 is an easy win. When your opponent's king is exposed and you have heavy pieces around it, look for ways to attack the weakest pawn around the enemy king.

You had many ways to win.  28....Nd7 was not a good move.  Stronger players try always to plan their play.  At this stage of the game, you were merely moving pieces.  Your were a lot of material ahead and therefore should have aimed for endgame which normally means exchanging queens.  You should have played 28...Qd5 and then white has no chance at all.  If white plays 29. Bc4 to avoid the queen exchange you can play Qd7 and then put your knight on d5 and, for example, you can start pushing your e pawn