5. Nf5. By far the most popular choice here among strong players is 5. Nb5. As you note in your annotations, black can play 5. ... d5
8. g4 "Attack!" Well, this move didn't actually do any real attacking. Probably because you don't have any development advantage. I don't see why you would be attacking here, or how this move helps you attack.
26. Bd4. Cute that he can't take, but moving the bishop to this square doesn't actually help you at all.
Best advice I can give is for you to post a game you lost. You'll be able to correct a lot more mistakes from those games.
Any notes would be useful