I blame myself for making it difficult...
You've got to get the word "hope" out of your chess vocabulary. Expect your opponent to make the best moves available to him.
"11. ... Nxe4 I decided to take this pawn instead of taking his knight on f3... By this I increase the pressure on f2..."
Do you see that the move you played wins a pawn and Bxf3 does not win material? This is a good move because it wins a pawn, regardless of pressure against f2.
"14. ... g5 Afterwards I was not sure if this was a good move..."
You win his knight! what could be bad about that? You do remove pawn cover from your king, but your opponent has no chance to attack your king, so this is not a concern compared with winning a piece.
3. Bd3 A defensive move from white... To soon if you ask me...
Bc4 or Bb5 are more common. On those squares the bishop creates threats and doesn't block the advance of his own central pawns.
4. O-O Seems like white was concentrating on castling as fast as possible...
Sure. That's a good plan... you should too! Of course, Bc4 and Bb5 would have allowed him to castle just as quickly or almost as quickly.
5. c4
Yuck. White's d-pawn and light-squared bishop are locked into the pawn structure. Better tries would have been a queenside fianchetto or simply moving his bishop to a stronger square now.
7...b6 - White attacks my b-pawn. If I want to use my bisshop later in the game, there is only one move to defend myself...
Actually, there were many ways to protect your b-pawn and free your bishop... Nd4, Bb6, Rb8, etc at a glance. That's one reason it's really good that you annotated your game before you posted, so we can see what you were thinking when you made your moves.
10.Qa4 - I was hoping he his move would be Nxd4... He moves the queen instead...
If 10.Nxd4 you do not win. Look again at the variations, and prove to yourself this is the case. You should be happy he played 10.Qa4.
11...Nxe4 - I decided to take this pawn instead of taking his knight on f3... By this I increase the pressure on f2...
I don't know about this "increase the pressure" stuff, but you won a pawn.
13...e4
Very nice!
14...g5 - Afterwards I was not sure if this was a good move...
If it wins you a knight, and your opponent can't immediately retaliate, it's usually a very good move to play.
21...Qxg1# - Checkmate
Good technique and follow-through after winning the knight!