I know that one of the first things a coach will tell a chess player is to analyse their chess games, but the question is how exactly you should do that. Here's my answer. Pick a game, and WITHOUT the help of a computer, play through the chess game one move at a time, but before you go on to the next move, try to find on your own what move will be played next. Then, once you think you know, go to the next move. If you were right, great job. If you were wrong, think about why the move that actually happened was played, and then decide if you like your move better, or that one and why. Just keep on doing this until the game is over and it will help you improve.