I'll try and break this down by timestamps, if you need anything elaborated on or clarified feel free to ask.
0:15, 0:21 - Fsmash and dash attack are both sluggish, unsafe kill moves. Throwing them out randomly like this is asking to get punished hard, and when your opponent is still at 0% the risk isn't even remotely near the reward even if your opponent did accidentally bumble into them. You were fortunate to have an opponent that respected these moves as much as they did, but you could've been that much closer to KO percent if both of these were punished.
0:24~0:38 - Here, Falco spaces you with the reflector then punishes your slower attacks with his quicker jab when you do get in. When in doubt, shield. You can run up, shield the reflector, and grab to dthrow>nair, bair, fair, uair, whatever. You can shield his jabs and do the same to those. Shield is Dedede's best friend. Love it, cherish it, marry it, til death do you part.
0:48 - Gordos at neutral are a very bad idea. This is why. I can sympathize with the desire to throw out projectiles when you're outside hammer range, but unless you're absolutely certain it won't be flying back in your face (or if you're at a range where you can hit it back again), don't throw a gordo at neutral like this.
0:52 - Unsure if you're unaware of this or if you were just expecting to land onstage, but you can press up during Dedede's upB to cancel the jump and enter the helpless state, allowing you to control your descent as well as grab the ledge while falling. However, it would've been a much better idea to drop down and recover low to sweetspot the ledge with your upB; Dedede's upB is really punishable when landing onstage.
1:02 - When fighting an opponent that's poking you through your jabs like this, it might be a better idea to use jab less and ftilt more.
1:14 - I'm really not a fan of sh fair as an approach like this, as it has over half a second of landing lag and doesn't autocancel from a shorthop. You spaced it properly so his grab whiffed, but he could've dropped shield and dash grabbed. If you want to approach with an aerial like that, bair autocancels from a shorthop (still less landing lag without it) and actually has pushback when shielded making it even safer. EDIT: After actually trying it out in matches myself it doesn't seem quite as punishable as I thought if you space it right. Bair's still technically safer though.
1:26 - As Dedede, you have four midair jumps, a superarmored upB, and a mallet with large disjointed hitboxes to safely hit people with. You can safely chase most characters offstage and ensure they won't be making it back without endangering your own life. In this instance, a shff bair offstage would've stagespiked Falco for an easy KO and you would've made it back with jumps to spare.
1:47 - See 1:26
2:18 - Dair is even more punishable than fair on landing, and doesn't really get you much reward unless you're spiking offstage. Fastfall nair here would've combo'd into utilt or uair for more damage as well as putting Falco above you, and if it didn't connect you'd at least have less landing lag.
2:37 - See 2:18. Your opponent wasn't expecting the pushback and again could've dash grabbed, so you lucked out here.
3:01 - I love the ff uair read here.
3:19 - Very good use of gordo. Goes without saying of course, since it won you the match!
In summary,
Too much use of: gordo at neutral, sh fair as approach, fsmash and dash attack particularly below KO percents
Not enough of: shield, grabs (particularly dthrow), (pivot) ftilt, chasing offstage
Hope this helps!