Why not 1.d4 Nf6 2.d5? Why isn't 1.d4 Nf6 2.d5 a good move? It gains space in the center. As beginners we are told that after 1.d4, 1...d5 directly opposes White's ambitions in the center, stopping d4-d5 (similarly, in some way, to 1.e4 1...e5)
In this case, because you probably cannot maintain it, and it will become weak. The principles of not making too many pawn moves, and developing your k-side and pieces quickly take precedence. It may also be too early to determine that d5 will be the most useful move.

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 1. d4 Nf6 2. d5 e6 3. c4 (3. Nc3 Bb4 4. dxe6 fxe6) exd5 4. cxd5 Bb4+ 5. Nc3 (5. Bd2? Nxd5) 5... O-O {Black is already slightly ahead in development} 6. Nf3 d6 {White has had to artificially isolate the d-pawn, and it is weak. He also still had to develop the k-side, and could easily come under attack.}


P.S. To answer Trolly's question below: While the position is only slightly better for black, and hardly lost, his evaluation of the position is not really correct for several reasons. First, black is ahead in development right now, and white is surely going to need to make some concessions in order to finish developing in that position. Second, being ahead in development, there is little chance that white will be able to exploit any current weaknesses black may have anytime soon...you have to be able to get at a weakness to be able to attack it. If white does castle king-side, then the open rook-file is actually useful for black. Lastly, and this is very important, black may play d5 next move, and all of a sudden, d4 is a threat depending on what white's next move is. He may also get a big center after d5 with a subsequent e5. How exactly do you propose to castle queen-side with both Q and B wanting the d2 square? (give a sample line) because I really do not see it happening as easily as you think, and black may just throw in Bc3 if you have to capture with the b-pawn, and to prevent that is going to make white develop unnaturally.