There are several different ways you can analyze one of your games (or any game) using a GUI and a chess engine. Here's one way, which may or may not be the easiest.
Load the game and then load the engine. Set your PV to 3 (or 4). PV = Principal Variation. This will list the top 3 (or 4) moves.
Start the engine analysis. Set it on Infinite Analysis, so it just keeps analyzing that position until you say otherwise.
That's it. Now just step through your game, slowly, one move at a time. At each move, take a look at what the engine believes are the best 3 (or 4) moves are from each position, and note what move was made.
Keep an eye on the engine score. If the position is about equal and then suddenly White has a huge advantage, then obviously Black's last move was a big error.
If the engine likes Move x and you made Move y, but Move y is about the same score as Move x, no problem. Many times different moves can be considered equal in strength. But if your move isn't listed at all in the top 3 (or 4) moves, then take a hard look at what moves the engine does like in that position and attempt to figure out why.
I've tried opening the manual over at stockfish but it just keeps bringing me back to the same page. I know that + means white is at an advantage and - meaning black is at an advantage... then the numbers can vary from 1 being a pawn to 10 being a queen and a pawn... but I still dont know how to analyze my own games in terms of if the move I made (or my opponent) was good or bad and what move should have been done.
I'm also confused on running the chess engine. Am I suppose to run the engine each time a move is made? What do the lists of moves next to each number mean?
It'd be nice if there's a Youtube tutorial on how to use this... there are a few but they dont really go into what each section of SCID or stockfish means.