Obviously the moves that needlessly lost material for no compensation were bad (marked with an *).
3...Be6 is a little unconventional (I think), as it gives you doubled pawns straight away. This might be an advantage if you went on to castle queenside, using the open file, or if you use the doubled pawns to assault the centre (as you do). This move isn't necessarily bad, then. White's 9. exd5 was bad as it relieved your double pawns and gave you a massive centre.
Instead of 11...Nd5, I'd develop the bishop to e7, as you do on the 14th move. Notice how much space there is in front of your uncastled king. This could be dangerous, so I'd delay occupying the centre with the knight for a while.
*16...Ncxe7 (better was Qxe7)
17...g6 was unnecessary and weakened your position - white exploited this later with 22. Qe6+.
18...Nc6 gave you doubled pawns when it wasn't necessary, and the opened file doesn't really help.
*23...Nd5 loses a pawn, as does 24...Nb4, albeit temporarily, as you did well to force the capture of c2 (27...Nxc2).
34...Qa8 was a good move and gave white real problems. With his rook stuck on the edge and restricted by his own pawns, you finish the game well.
Here is a recent game I won as Black... any advice on possible missteps or better moves in certain situations?