Best way to learn to play gambits?

I want to improve my tactical chess playing ability, while having some fun trying to learn a few gambit openings. Please recommend to me the best way to learn gambit play.

when learning new openings you can use the book openings option here or learn them by watching grandmaster games where they were played, for this i like chessgames.com

Just keep the attack going because once it fizzles you pretty much enter an inferior endgame.

Agree. And I think it's a good idea. But make sure you get into proper chess after the experience to take advantage of all you've learned.

You can watch some games from old players like Morphy, Anderssen, Marshall and others. They played a lot of gambits in their time and although the theory isn't new the games can still be instructive.