Not sure if I'm doing this correctly, since it's the first time I've done this. What did I do wrong in this hand. I had no reads since it was the second hand of the tournment.

PokerStars No-Limit Hold'em Tourney, Big Blind is t20 (9 handed) Poker Stars Converter Tool from FlopTurnRiver.com (Format: FCP)

CO (t3000)
Button (t2920)
SB (t2980)
Hero (t3000)
UTG (t3000)
UTG+1 (t3000)
MP1 (t3000)
MP2 =#A500AF(Villain)/ (t3100)
MP3 (t3000)

Preflop: Hero is BB with K , K .
UTG calls t20, 1 fold, MP1 raises to t60, MP2 =#A500AF(Villain)/ calls t60, 4 folds, Hero raises to t120, UTG folds, MP1 calls t60, MP2 =#A500AF(Villain)/ calls t60.

Flop: (t390) 8 , 6 , 4 (3 players)
Hero bets t200, MP1 folds, Villain calls t200.

Turn: (t790) 8 (2 players)
Hero bets t400, Villain calls t400.

River: (t1590) 6 (2 players)
Hero checks, Villain bets t2380 (All-In), Hero folds.

Final Pot: t-790

Raise more prefop.

bet more all streets, fold river.

The problem is with your preflop play. You want to build a large pot so make it about 300 to go. Were you to do this then you wouldn't even have to make a challenging river decision. You could've gotten it in much earlier.