3...gxf6 is fine.

3...cxd4 is dead lost for Black.

Black's 3rd move is a blunder.  After 4.Bxd4 White is up an entire piece.

Sure, exchanging a c pawn for your opponent's d pawn contributes to a central pawn majority and is well positionally motiviated.  But you are down an entire piece and should have lost.  The fact that your opponent was generous and allowed you to fork his pieces back is irrelevant.  If anything it just means you should be playing stronger opponents who will punish this type of mistake.

[COMMENT DELETED]At GreenCastleBlock:  you are right, my opponent had errors, and as you mentioned "i did the first blunder " of the game.

But the difference is that mine was intentional, and altough is "insane" to go a knight down at the begining of the game and  is quite irrational, I decided to take the risk, and worked, was looking for postion on the board.

Another interesting point is i have checked a data base of openings, and even tough i thought my line was uncommon is actually frequently played on tournaments, is the 4th most common response, whith people that are way above my level.

Im not saying my response was the strongest one or the best, im saying i was trying to be creative and positional. 

Thanks for your comments, I do appreciate them...

The problem with 3...cxd4 is that Black doesn't get anything for the lost piece. Sometimes it is good to sacrifice a piece but here there is nothing to gain from it.

I'm not sure why this would be in a database. It might have been a "touch-move" issue.

At 34. why not take the pawn? If he recaptures you've still got your queen and if he move Nb1 just push the pawn forward and after Nxa2 Nxa2 you're in a winning position and can easily push the g pawn.