>What am I doing wrong? Any advice would be appreciated.
Don't assume you are doing it wrong so much as need some practice and familiarity.
>Anyway, I mounted my 85 and took several pictures of my 14 >months old son who was mostly running around just to test my >new toy. Immediately noted that most of them were not sharp. >Checked the files on my PC, most of them even did not have the >focus point!
I'm assuming that means in Capture or View NX, which can indeed be a sign you had problem obtaining focus.
>My settings were AF-C with 3D tracking, then I switched to >Dynamic, 21 points, the custom setting for AF-C is focus and >release. Most pictures were taken at 1/125s f/2.8 or f/4.
Personally I have found 3D to be rather pointless, but your results may vary. I would recommend at first starting with AF-C, single point, and see what you get. That way you know exactly what you are focusing on.
Then check the menus for AF-C Priority. I'd recommend starting with Focus, then eventually trying Release+Focus. If you are on release, it will release the shutter before it focuses.
Finally, if you still do not get the results you expect, put it on a tripod, point at something so you are sure where you are focusing, turn off auto-focus entirely, switch to live view (be sure it is PHOTO live view not movie), zoom in all the way (or maybe one less) and focus very precisely. Take a few images. Be sure you are at a high shutter speed or if not set shutter delay to 3 seconds (option d4).
This will show you what "sharp" is to compare to your handheld images, as it avoids the auto-focus system entirely and uses the imaging sensor, so focus is as good as it gets (well, if you are careful). Just be sure you have a steady shot with ample shutter speed.
If it's still really soft you may either have bad expectations, or something more seriously wrong. Upload a couple samples, maybe some 1:1 crops).