Please let me know the issue with 4.Bg5 in the position after 1.e4 e5 2.Nf3 Nc6 3.d4 Nf6. I have check the FICS Games Database - Opening Explorer and it seems it's not a popular move. But I cannot understand the reason for this
The issue is that 4. d5 is a much better move; White establishes a strong center with tempo and drives the c6 knight to a bad position.
Besides, 3... Nf6 isn't that popular either (probably because of 4. d5); 3... exd4 is the main line of the Scotch Game.
3...Nf6 is inferior, so white's possibilities thereafter are not seriously analysed.
4.Bg5 is probably not popular among players who do reach this position, because there are at least 5 better moves (4.d5 in particular), and it doesn't really achieve anything as Black can just play ...Be7. Bg5 works better when Black has already played ...Bc5 and ...d6 and there is no easy way to break the pin.
Also, it is usually preferable to develop the kingside pieces first in the open games (1.e4 e5) to allow castling. The queen's bishop is usually the last minor piece to be developed.