You know the game is won. You just don't want to let it slip or worse, give your opponent counter-attacking chances to salvage a draw or even turn it into a win.
Yet it is one of the most common failings in chess, one in which even Grandmasters are not immune to. After looking through my games, I find that it's usually down to a couple of factors.
One of them is "Over-enthusiasm to finish off your opponent quickly".
This weakness is very dangerous. You sense your opponent has been wounded, you smell the blood in the air, your adrenaline goes up, your muscles tighten and you get ready to pounce. Crazy as it sounds, this is also where you are in fact, at your most vulnerable.
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Wolves usually hunt for the weakest prey in a herd. In chess, you should also do the same, look for the weakest spot in your opponent's camp and target it. This may be a pawn, a square, a piece etc.
And back to the wolf analogy, so what does a wolf do when a prey is wounded?
Does a wolf lunge in straight for the kill? No, it does not. It stops, waits and never keeps its eyes off its prey. It looks to see if the prey exhibits further weaknesses or if the prey is still alive and kicking.
Caribous and deers are dangerous prey for a wolf because their horns and antlers can mortally wound an inexperienced wolf. The idea of "if I'm going, I'm taking you with me" is not lost on the minds of the prey. And it should not also be lost on you as well in a chess game. There's nothing worse in a chess (other than losing, naturally) than to be close to checkmating your opponent only for your opponent to get a perpetual check on your king.
What a wolf then does is very calculative and precise. If the prey starts to show a little weakness, the wolf does not go straight for the throat kill (wolves wisely stay away from these areas because that's where the prey's horns/antlers can be a source of problem), it instead continues to further weaken its prey, not by targeting the prey's throat or head but by launching further attacks against other vulnerable parts of the prey.
Likewise in chess, don't constantly attack a weakened position if you know your opponent has the resources to repel the attack. Instead, target another area or create a second weakness. In chess, we call this the Principle of 2 Weaknesses. Grandmasters have this technique down to a pat and it is this skill which is one of the most difficult to learn and acquire.
If your opponent is feeling stretched in defending one side of the board, many a time, quickly shifting a few of your forces to target the other end of the board tends to weaken your opponent fatally.
Likewise, a wolf will attack different parts of the prey until the prey collapses on itself from exhaustion from trying to defend so many different weak parts of the body.
And it is only then that the wolf moves in with the fatal kill.
In the same way, if you notice your opponent's king is on the verge of being mated (or need to spend inordinate resources/loss of material to repel the attack) and you have meticulously calculated that a direct lunge at the king will result in a direct win, by all means, go for it.