http://www.chess.com/video/player/becoming-a-nemesis-the-chigorin
Gambits vs D4

There's the englund. (1. d4 e5) And the old benoni. (1. d4 c5)
Also there's the albin countergambit. (1. d4 d5 2. c4 e5)
I can't explain them because I'm too lazy but you can do a youtube search right? =P

The Benko is one of the best openings. Stay away from things like the Englund (a simply tricky anti-positional version of the From if it can be called even that, and there's no weak d8-h4 diagonal to work against white while d4 prepares development unlike 1.f4) though the Budapest is a greatly improved version but has a very different flavor altogether.
If you have to ask what gambit you want to play against white then the Benko is clearly the best choice, having been employed by none other than Garry Kasparov before. However, it isn't possible with the 1.d4,Nf6 2.Nf3 move order. You can however still grab queenside space:

The only opening suggested that is actually a gambit is the Englund and that is simply terrible. Play an aggressive Dutch Defence if you want action, there are no sound gambits to counter d4. Oh and to borrow a great point, YouTube it!
Edit: The previous post wasn't there when I typed mine. The Benko can be considered a gambit, but not an aggressive one, more of a positional one, probably not what you want at all.

Thanks everyone! I think I am going to play Budapest gambit. It looked really good. Thanks everyone!

Budapest is probably the better gambit try against 1.d4 but as pointed out 2.Nf3 does rather bollicks that. Everyone suggest staying away from the Englund Gambit but I think that is premature. Yes 1.d4 e5 2.dxe5 Nc6 3.Nf3 Qe7 is a lemon but the more modern (if you can call it that) 3...Nge7! is quite playable.
Hello. I'm pretty sure that in the chess club I WILL have a game when I'm black. And the white is going to start with D4. So can write as much as you know black's gambits against D4 and explain them a little. Thanks.