Your question is strongly related to how to analyse your chess games so I will start from there.
What are you looking for when you are studying one of your games (maybe a loss)?
That's the first thing that you should be asking to yourself.
Someone could respond that he is looking for better moves or ideas that he missed during the game, but this it is only part of the answer. Do you really think that knowing that in this x position you should have played y instead of z is useful? Do you really think that after determining that you will have improved? Of course not.
What you are looking for is why you played z in the first place.
What was your thought process? What replies from you opponent did you fear that prompt you to choose your move (yes in the end we always choose the move that feels more pleasant to us).
You should be looking for patterns that make you do a bad move.
I give you some examples of mistakes that I do that I noticed from my games:
-If I get an advantage and I have the chance to gain material (often a pawn), I tend to go for it and lose the control of my position as a whole (as if the gain of material was the logical consequence of my superior play).
-I tend to play forcing move in my games. If you think about it, forcing moves is everything that the chess players calculate when looking at a position, but if a forcing move gives you nothing you should play something that keeps the tension.
-I tend to play a move also when I think it is not right just because I am too lazy to calculate more.
And a lot of other patterns.
Actually it is not even necessary that when you spot these patterns you annotate them in your games. It is just enough to take note of these common trends somewhere and make a plan to avoid them in the future (you will start to sense these critical positions that make you go wrong better).
But if you want to annotate your games nevertheless, then at least look for these patterns (they differ from player to player) and write them down next to the critical moves. Write everything that you were thinking in those moments.
In the end, you will notice that you always make the same kind of mistakes (everyone does) and there comes the difficult part: try to make a plan to eliminate them.
Most people stopped before even starting to analyse their games, others stop here because it takes too much effort. Masters did all these things without even realising it because they like chess so much that it was not a chore at all.