My $0.02 – I’ll try to make this practical:
(1) Tell us more about your situation. How often do you play? How seriously? Are you good at strategy games and math? Do you have a long attention span? Are you playing only with serious competitors? How old are you?
(2) How to improve – keep playing. It sounds like you’re a beginner playing more experienced players. To develop your understanding of chess in a gradual, more organic manner, it can help to play opponents at your level, and below, too. The experts can defeat you so fast you don’t know what happened, and don’t improve, unless you’re really adept at this sort of activity.
If you’re playing against only experts, then have them play with a handicap – e.g., they play without a wing, without a rook, a knight, and a bishop. Good exercise for them, and you have a chance to develop some kind of attack (or defend against clever attacks and traps … if you spot them).
(3) If you’re playing against other beginners and always losing, then, hmm. OK, my generic advice is to do the following:
(a) At the start of the game, immediately deploy the Grunfeld defense. (This is very simple. You can castle, and that’s part of it. Find a picture of it so you know what it looks like.) Properly used, it can give you some breathing room against better players, it develops some of your pieces, and beginners usually have a hard time attacking it directly.
(b) You mention winding up with fewer pieces … you just have to learn to be careful with that. Who’s guarding who. How many pieces are guarding this front line piece. Etc. If s/he takes this piece, then you take that piece, then s/he, then you, etc. You want to wind up ahead … This is fundamental. Repeat: this is fundamental. [apologies if I’m sounding like a snob]
(c) As mentioned previously, “develop” your pieces – get the back row pieces out, or at least able to move out.
(d) Beginner’s Offensive strategy – either (i) kill more pieces of theirs than they kill yours, or (ii) seize and control territory around their king, and/or kill pieces defending their king. If you’re not sure what to do, exactly, just pick one square, and attack that square with as many pieces as you can – all at the same time. It’ll be educational.
Oh, and have fun. There are different ways to go about trying to win the game.