The best thing to do when sacrificing material is to develop your pieces actively. This is the compensation you will get for sacrificing a pawn in the King's Gambit opening from the white side.
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When they take your pawn, you are not really losing territory. Look at your d and e-pawns. Since the black e5 pawn has been diverted to f4, your d and e-pawns are free to gain lots of space.
Also, the f4 pawn is pretty vulnerable, you can probably recapture it later with one of your pieces in 1 move thus gaining a tempo, whereas if black decides to protect it with something like g5, he is seriously weakening the kingside.
Try looking at some old games to get an idea of this....Here's a link for you:
http://www.zenchess.com/chess/morphys.html
morphy was one of the most exciting old players and an american sensation. I think his games are great for new players.
Alot of people immediately mention that Morphy played weak opponents back in his day, imo this is hogwash. He played at least 40 games against high quality opposition. And even if his opponents were not gm level, the games are still very interesting, and many of his opponents were quite strong amateurs.
I don't know which of the games in that link are a king's gambit, but you'll see many exciting openings by morphy and his opponents including the evans gambit, kings gambit, muzio gambit, etc.
Hopefully you'll feel like me and when looking at these old games wish chess would return to its golden age of swashbuckling sacrifices and attacks.
I have trouble with the gamble openings specifically the King's gambit because if they accept the gambit I lose a pawn then lose a bit of territory and start playing defensively. How can I apply pressure with the King's gambit?