I am fairly new to chess study; i have read a few books on chess and they all seem to say that recording your games and analyzing them is a must to further your chess game.  But none of them seem to say how you go about it.  Does anyone have any advice on this?  And is it helpful to purchase a chess engine to do this?

                                     Thanks

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Yes, that's right. And using an engine really helps aswell.

The way to go about analysing them according to most strong players and coaches is to try and focus on the critical moments in the game, and try to determine what you could have done differently. Also if any errors were made try to realise why they were made, what your state of mind was like at the time, and could your thought process have been any better..

Also remember to do all of your analysis independantly and only after it's complete check it through with an engine for any tactical mistakes/inaccuracies and/or a coach/strong player for any strategical errors also. As for which engine to purchase, you can't go wrong with anything similar to Chessmaster, Fritz or Rybka. And don't rely on the Engine analysis on this site for anything other than a short-term blunder check. At your membership level (free) I'm not even sure you should rely on it at all..