Here is some more food for thought:
The first position is not a pin.
The second position is a pin against your queen.
The third position is not a pin.
Also, doubled pawns aren't that bad. They can be, but get the idea that 'they are bad' out of your head ====)
So in the first and third positions, should I be moving the knight or just leave it there and dare him to take it?
In the third position I would play Qg4
In the first position, yes dare him to take it (its a good bishop for white). In the third position, no, play Nd5 and don't worry about the loss of time since you are attacking an undefended piece. Black has to spend time defending or moving the Bishop. If you don't like that, wimp out and play Nge2 (blocks the bishop but you could always play g3 and Bg2).
In the first position I would play Nc6. If white then takes the knight you can retake with either the e or g pawn.
The second position is more serious. It is a pin and black is threatening to push the e pawn and win the knight. Playing Be7 would be relatively safe. However, there are several moves for black that are ok including h6, d5, and possibly either d6 or Bb6.
In the third position there is not really a threat. Solid developing moves for white such as Bc4 and Nf3 would be good. Nd5 is also playable but I would be not so keen to move the knight again so early. After Bc4, if black takes the knight then you can take make with either the b pawn or the d pawn; I would choose the latter because after 3. Bc4 BxN 4. dc: white is considerably ahead in development and black will have to fight hard for a draw.
The second position is more serious. It is a pin and black is threatening to push the e pawn and win the knight.
Just wanted to point out that e5 dosen't win the knight since it can be answered by h6 resulting in either a trade or if the bishop retreats the pin can be broken by g5.
In 2 I will move Qg4 ch and will prevent your knight to be treathen by white's Pe5. In 1 and 3 knight is not pinned so you have the option to move it or to leave it as it is. Remenber double pawn can be advantageous at the the middle part of the game.
Here are a few examples of what I'm talking about:
So what should the side with the knight being threatened do? Move up a pawn to threaten the bishop? This would create doubled pawns if the bishop takes the knight. Or Protect the knight with a bishop (when possible, as in the middle game. That happens to me a lot), putting the bishop in the knight's place if the knight is taken?