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I didn't know how to break through lichess.org/dLdCtSVlxV2K

You played this game pretty badly @Triple_Zero. You did not develop your dark squared bishop and light squared knight. However, after move 14 the only possible way to avoid the checkmate was 15. Kh2. But, you would have got mated anyway.

"You played this game pretty badly" isn't a particularly helpful comment...

What were you trying to break through? I think you have to try in general to get more of those pieces out before trying to do anything significant. If you have your pieces out, it'll give you more options.

I'm not very good and don't know how to improve. I watch loads of GM games and read Nimzowitsch's My System but I still suck

You should try to play with all of your pieces @Triple_Zero namely Ra1, Nb1, Bc1. The engine suggestion was 7.d4 and 8.d4 to free your Bc1 but you tried to crack a solid kingside with just 3 developed pieces - this does not work in most cases.
Furthermore 14.hxg4 (a random tactic) would have been a lucky punch for you, tactics training always pays off! :)

You play horrible chess. Kasparov will turn in his grave once putin decides to assasinate him. you play pointless moves and not develop like a man. shame on u.

@Triple_Zero

I am not going to say you suck. However, you can't just look at GM games, and then say you read "My system" and expect to be a GM. You have to do things like look at theory and play and analyze your games. When I was 1100 I read 300 books, but until I analyzed the methods, I never improved.

@Triple_Zero

Check out articles on development, unfortunately your Queen side never got into the game.
Blacks moves 8-11 were all with tempo forcing you to react and you shuffled pieces to various squares; when the Rook was attacked it should have retreated to e1.

One of the opening principles is to move each piece once until fully developed.
Borrow a copy of Logical Chess move by move every move explained by Irving Chernev it should help lots :)