How do I respond to this (and why)?

Okay... after some games I learned from my mistakes and from my opponent moves, but I can't seem to find a nice respond to this:
1 e4 e5
2 Nf3 Nc6
3 d4 ???

I come up with some moves (like f6 or d5 or simply taking the pawn), but I can't find out if they are good or bad, and why. Any suggestions?

This is called the Scotch game, and there's no simple answer - Kasparov played it for white in world championship matches. exd4 is by far the main move, and after white plays Nxd4, black typically either plays Nf6 or Bc5, with Qf6 and Qh4 as relatively important sidelines.

With Bc5 won't he just take my knight and make me stack pawns?

No.  After Bc5, if he captures Nxc6, you have an intermediate move Qf6 which simultaneously threatens mate on f3 as well as attacks the knight on c6.

Oh... thank you :). Thanks a lot :).

Yep, but I didn't know it's called "Scotch game". Thank you all so much.