The first step in chess improvement is learning how to keep an eye on your pieces and make sure you aren't just leaving them were the opponent can capture them at no cost. If your opponent attacks one of your pieces, don't just ignore it, do something about it! Letting your opponent take all your pieces is one sure way to lose a game of chess.
Protection is a basic and very important concept in chess. What does it mean when we say a piece is protected? It simply means that, if our opponent captures one of our pieces, then we can capture our opponent's piece in return. For example:
When one player captures a piece, and the second player captures one in reply, this is called an exchange. Exchanges (also known as trading or swapping pieces) are an important part of chess strategy, and will have their own detailed tutorials later on. For now, all you need to know is that when you exchange pieces, you should make sure that the piece you capture is at least equal in value to the piece your opponent captured.
Sometimes it's necessary to protect a piece multiple times. If your opponent has two pieces attacking your piece, and you only have one piece defending it, your opponent will come out of the exchange with an advantage.
A loose piece is one that isn't protected. Grandmaster Jonn Nunn coined the phrase, "loose pieces drop off" in his book Secrets of Practical Chess. It means that if you leave your pieces unprotected, you're likely to lose them. Of course, you can't protect all your pieces all the time, but it's generally a good idea not to leave too many pieces lying around on unprotected squares. Too many unprotected pieces is a recipe for disaster, as we can see in the next example.