When you're playing 1.d4, once in a while you may encounter the black knights' tango.
And although it's an off beat opening, it's by no means an easy nut to crack.
The ideas for Black are: rapid development, creating a flexible pawn chain and play in the center with e6, e5 ,d5 or d6.
After the initial moves (1.d4, Nf6; 2.c4, Nc6;), you'll have to make a choice.
Do you want to chase after the knights (starting 3.d5? This is what Black hopes for...
Or do you allow Black to play 3...e5? Black would like that too....
That's why the main line goes 3.Nf3.
With the main line, you're preventing the immediate 3...e5 and you'll be able to develop some pieces.
This move allows 3....e5!
It also allows 3...e6; creating Nimzo-Indian type positions.
Now you're chasing the knights around. This is what Black was looking for in this opening.
The knight will go to e5 and, if necessary, to g6.