So where did I go wrong?

The Caro-Kann is new to me, its basically the first opening I've tried learning for black.  How and when could I have pressed for some sort of attack?  

A few comments:

Instead of 9...Nh6, 9...Ne7 is better.  Either way the knight is heading for the fine f5 square, but he can take the knight with his bad bishop and shatter your kingside pawns if 9...Nh6.

I think your bishop on h6 is better than his knight on d2.  Thus, I probably wouldn't have exchanged it on move 14.

15...Ne7 allows 16.Ba3 which is strong for White.  Best to castle here, kingside, while you can.

Instead of 25...Nc4, how about Na4?  You're now attacking the c pawn three times.

Yes, after you allowed 36.Qa1 it was all over.

Thanks for sharing.

@MrEd :) - Thanks for the help buddy.  Your advice seems obvious now, but I supose thats the nut of reviewing our losses?! :)

Good call on  9...Ne7 - No idea why I didn't go that way, Nh6 only controls one usable square, g4, but I have no way to do anything with it.  The fear of two knights sitting on the 7th rank, un-connected, may have spurred me into something stupid.

Allowing 16.Ba3 is certainly a bad idea; it did nothing for me.... part of my recent game has been toying with not castling and knowing why/when to go that way.  I'm not good enough YET to be playing around like this, but what the the he|| right?  

Those whoopsies aside, 25...Nc4 instead of Na4 is the one I feel extra dumb about.  I should be good enough to recognize that play and its strength.

Thanks again brother

PawnSplat

Summary advice.

You need to study french positions. You dont have to necessarily play the opening but grab a book like winning with the french and play over the games. The ideas for black are very similar if white plays the advanced variation and you must know the varioius plans for black. Its clear you do not know about the pawn break and strategical points of the advanced variations. where pieces go etc....

2. make your pieces happy! you made some bad trades ,. really bad trades in your game (your opponent too) trading bishop for knights with zero reason. I would rethinking chess pieces by soltis and read it. another book is tarrasch principle thats helpful in this regard. 

treat pawn moves and trades with respect! you can not undo either one if its a mistake.

You didnt make any gross tactical blunders but some really basic positional blunders.

I would also recommend chess strategy for club players by gooten

a great book and will give you a strategical thinking plan.

great work on trying something new! keep doing that and you will improve

As a note I probably should have mentioned a few tricks black had around move 18 ... if white plays 18 cxd5 black has a sneak trick revolving around Rac8 and Qxd4 ideas. big problems occurred after you traded you played g6 AND traded your dark squared bishop off. 
again look at a bunch of french games and see how black counter attacks against whites center in the advanced variation.

I almost cried when i saw you play BxN (and same with white)