I lost by relying TO MUCH on my King's safety??!


You could have won his queen at move 9 but didn't.
I stopped looking at that point because my eyes were starting to bleed.

You lost because you did what all beginners do:
Didnt follow opening principles.
Gave away pieces.
Missed simple tactics.

You could have won his queen at move 9 but didn't.
I stopped looking at that point because my eyes were starting to bleed.
How could I win his Queen at move 9?
BTW Thanks for your advice, guys.

It has nothing to do with excessive concern for your king's safety.
It has everything to do with not yet having enough chess experience to easily see the powers of the pieces and what they can do.
Possibly you also have a tendency to react to your opponent's one move threats defensively, without looking for ways to cross him up by ignoring them by playing something stronger.
9. c4 ??????? is just horrible. There are not enough question marks in the world to describe its horribleness. First step in improving is to sit on your hands when you think of making a move like this.
[I blame "bullet" where objectively bad moves played instantly are often more successful than strong chess because their unexpectedness causes the opponent to take up too much time, but that is a different matter]
Not only did you miss that you had unknowingly threatened 9. Nxc7+ winning the Queen, and could now have played it, but also you overlooked that your other knight was en prise.