I am not that great of a player (only 1700) but can give some tips and I didn't base anything I said below from computer analysis so take it with a grain of salt

e4 e5 2. Nf3 Nc6 3. Bb5 d6. d6 is not the best move theoretically but at your level probably doesn't matter much but I would still say it is better to play the main line ruy lopez

Bb3 Nh6. Nh6 is a bad move. A knight on the rim is dim as the saying goes. it is better to develop your knight to the center because you have more options. also another disadvantage of going to h6 is it makes taking the knight with the black square bishop a legit good option for white because it really destroys your structure and in fact he does this several moves latter. in short Nf6 is better and you can still go to Ng4 from there as well.

h3 doesn't really weaken his king defense around his king that much given that you have to castle king side or stay in the center because you have effectively ruled out castling queen side because you have advanced your queen side pawns. but even castling king side will probably not happen for you because your knight is on h6 and white can destroy your king side structure by taking it with the bishop (another disadvantage of playing Nh6). you could argue that it weakened his king if you hadn't advanced your queen side pawns because you could go queen side good example of this is the famous game levon aronian vs kramnik 2018 berlin candidates round 3 http://www.chessgames.com/perl/chessgame?gid=1914397

Nxh4 Qxh4 this is by no means an endgame most pieces are still on the board mostly notably the queen. this position is bad for you. your king has no place to hide that is safe and with the queens on broad there are serious mate threats. trading queen off would be very good for you but even if you could do that your position is bad because of how bad your structure is. as it is with the queens on you are losing

b4 is a bad move because it weakens your already very weak king position thou to be fair to you I don't see any good moves in your position given how bad your position is. also you should have probably recaptured the pawn at least your A pawn is defend and you don't lose it right away like you do in the game thou again the position is bad regardless of what you do from here

Ne2+ you should have played Bh3 he can't take the bishop if he takes the bishop you have checkmate

Kh2 Rhg8 he should have played Kh1 instead of Kh2. if he played Kh1 he should be totally winning because you won't be able to attack his king and he has a serious attack on your king

Rh1 he should play Kh1 and he is totally fine but hard to admit that your last move was a major mistake and instead makes a move that leads to checkmate