How should this game continue after move 4?
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4. .... Nf6 is okay.
It's called the scotch gambit, I play it. Na5 was bad and uneccessary, but there are a few reasonable moves, Nf6 and Bc5, and perhaps a few more that are "ok".
instead of 4.Na5 take 4 Ne5. That would defend your F2 pawn, attack their bishop, and your Knight is in a very dominant posistion.
it hangs the knight.