What should I do in this situation?

what is the best response for white in this situation?

2. d4

then what? Does black take on e4? Don't I end up down a pawn early?

oh sneaky

Fear- That's what the d5 player wants.

Chess is about imposing your agenda not meekly following your opponents.

He might do, but after 2...dxe4 3. f3 exf3 4. Nxf3 white is already totally winning.

You could also advance your pawn to e5 and make it a pain for black to develop his kingside pieces, in particular his knight. It will take away the only potentially safe square for the black dark square bishop, unless he fianchettoes it. A fianchettoed castled king structure is generally always better with the knight on f6, or atleast with the option to put it there without much trouble. Black could also advance his pawn to d4, but I think white's initiative will do better to get rid of the advanced black pawn, than black will it's counterpart, because he will be forced to compromise his kingside castling structure to deal with it.

2. e5 d4 3. Nf3 c5

Opponents giving up a pawn in the opening follows my agenda nicely :p

A pawn for a winning attack. :D

I'll bet this is all in a book or something somewhere...

I find it amazing how many people think white gains a tempo in the Scandinavian.

Equalising the tempo black already gained...

White moved the same pawn twice and it was subsequently captured.  White only gains the tempo back.

It does if they can recapture while developing.

To make it easier for you, count how many pieces on each side have been developed, or how many moves they each need to complete development.

Wow.

They don't? Cheers for your enlightening views on chess. How will I connect my rooks without moving my queen?

What?  That's just silly, of course they do.

No, it counts as a tempo loss as i Evans Gambit, Queen's Gambit and many others. For example in Grob Opening, the g4 pawn is a bait. When enemy takes it with Bxg4 it becomes a crucial tempo loss and gives good chances to white. Let's see scandi in action: