On Saturday, I published my first two chess improvement tips, with an exercise to help understand yourself as chess player and then an approach to annotating your own games.
If you want to know more about these subjects, Mark Dvoretsky and Artur Yusupov have an excellent book that is well worth studying. It was first published by Batsfords in the early nineties as "Training for the Tournament Player", and it's now available again in an expanded Olms Edition (School of Future Champions Series). Olms have renamed the book: "Secrets of Chess Training" (see Amazon link).
Amongst other subjects, the author's look at a chess player's strengths and weaknesses, the technique of working on your own games, and Artur Yusupov (a former World Championship Candidate) talks in depth about analysing your own games. In particular he identifies 4 key steps: the need to find turning points, searching for the reason for your mistakes, looking for new possibilities that you didn't consider during the game, and finally to give considerable thought to the opening phase. He illustrates his discussion with analysis of games against Karpov and Timman.
A word of warning: Dvoretsky's books have similar names! In fact, the same title "Secrets of Chess Training" that I am recommending in the new Olm's Edition was used for a different book in the 1991 Batsford series.