Zukertort Opening: The third most common first move in chess.
Nf3 is the Zukertort Opening, the third most popular initial move. White reckons that Nf3 will almost certainly be a useful move sooner or later, whereas every pawn move is an irrevocable commitment. 1. Nf3 has the benefit of preventing Black's 1...e5 reply, which is a move that Black likes to play for all the same reasons that White likes to play 1. e4. White's options are kept flexible since White could intend to play the Réti Opening or the King's Indian Attack, although it more often than not transposes into something else, such as the Sicilian Defence or Queen's Gambit. Other reasons for playing 1. Nf3 go something along the lines of:
White hates playing against Variation X, but doesn't mind Variation Y.
White plays 1. Nf3 as a request for information. If Black attempts to transpose into Variation X, which White hates, White will refuse to allow it and play an independent line instead.
If Black attempts to transpose into Variation Y, White will go along with that.
As an example, a player who hates facing the Queen's Gambit Declined (QGD) but doesn't mind the Dutch Defence might play 1. Nf3. If it is answered with 1...f5, then they will play 2. d4 transposing into the Dutch. But, if 1...d5 appears instead, then they will go for a King's Indian Attack with 2. g3. A player whose preferences were the other way around might answer 1...d5 with 2. d4 (allowing a QGD) but 1...f5 with 2. e4!?, the Lisitsin Gambit (not allowing the Dutch.)
One general point though: Because 1. Nf3 prevents 1...e5, it has more in common with 1. d4 openings (and some 1. c4 openings) than with those following 1. e4. It is also a popular way for White to set up a King's Indian formation.
Black can play almost anything comfortably at this point, and the following options are merely some of the more common replies.
Nf3 is popular because well, it switches the order up a bit! This is amazing to try if you want to try something new.