Any tips on what went wrong in this game?
In the opening you should develop your pieces. when they start on the back rank, they are very limited in what they can do............which brings us to Black's 5th move. What were you thinking on pushing that pawn to c4. Besides that pawn being subject to immediate capture, you are doing nothing to develop your forces. Your opponent on the other hand understands the importance of development and controlling the Center. White did a great job ! As Black already starts at a slight disadvantage by moving second, you can not afford to cede your opponent any additional tempii, as you did with pawn to c4
Have a look at the position after your move 18 and you'll see the issue. You gave up all of the control in the center. Materialwise you are still just down the blundered pawn, but you lack space and piece coordination. The first time you move a central pawn was on move 20, when you had to take an enemy pawn that had advanced on the sixth rank. Blundering the c-pawn emphasized the lack of central control as your opponent could play d4 and enjoy the very broad pawn center. Your pieces were originally placed rather well but the knights were dislodged and the bishop on g7 had little influence after it had been blocked by enemy pawns.
Openingwise this is not a King's gambit, it would be 1. e4 e5 2. f4. There are a number of Sicilian variations with an early f4, sometimes continuing with a kingside pawnstorm and castling queenside. Against 2. f4 the most common reply is the straight counterpunch in the center by 2. ... d5, though 2. ... Nc6 is not a mistake. Playing e6 and/or d6 at some point would also be reasonable to prevent the advance of the central pawns.