I am surprised when Stockfish engine told me that nd5 is a blunder while suggests me to use my knight at f3 and take the pawn at e5. But, there is a black knight at c6 and if I do that, then, he will take my knight. In most strategies, it is best to exchange a weak piece for a stronger piece than for a player to exchange a strong piece for a weaker piece. It just doesn't make sense to me why.

[Event "Casual Classical game"][Site "https://lichess.org/m21Of4sH"][Date "2021.12.11"][White "tharnishpython"][Black "joz-lz"][Result "1-0"][UTCDate "2021.12.11"][UTCTime "15:30:51"][WhiteElo "1338"][BlackElo "1482"][Variant "Standard"][TimeControl "3600+0"][ECO "C46"][Opening "Three Knights Opening"][Termination "Normal"][Annotator "lichess.org"]1. e4 e5 2. Nf3 Nc6 3. Nc3 { C46 Three Knights Opening } Bc5?! { (0.17 → 0.75) Inaccuracy. Nf6 was best. } (3... Nf6 4. Bb5 Nd4 5. Bc4 Bc5 6. d3 d6 7. Na4 Nxf3+ 8. Qxf3) 4. Nd5?! { (0.75 → -0.15) Inaccuracy. Nxe5 was best. } (4. Nxe5 Nxe5 5. d4 Bd6 6. dxe5 Bxe5 7. Bd3 Nf6 8. O-O O-O) 4... f6?? { (-0.15 → 1.92) Blunder. Nf6 was best. } (4... Nf6 5. Nxf6+ Qxf6 6. c3 d6 7. Bc4 O-O 8. a4 Bb6 9. O-O) 5. c3 g5?? { (1.99 → 5.34) Blunder. Nge7 was best. } (5... Nge7 6. d4) 6. d4 Bd6?! { (5.18 → 7.63) Inaccuracy. exd4 was best. } (6... exd4) 7. dxe5?! { (7.63 → 4.67) Inaccuracy. Nxg5 was best. } (7. Nxg5 h5 8. Be2 fxg5 9. Bxh5+ Rxh5 10. Qxh5+ Kf8 11. Bxg5 Qe8 12. Bh6+ Nxh6 13. Qxh6+ Kf7) 7... fxe5? { (4.67 → 9.37) Mistake. Nxe5 was best. } (7... Nxe5 8. h4) 8. Bxg5 Be7 9. Be3 a6 10. a4 b5 11. axb5 axb5 12. Rxa8 b4 13. Ba6 Bxa6 14. Nxc7+ Kf7 15. Rxd8 Nxd8?! { (18.51 → Mate in 6) Checkmate is now unavoidable. Kg7 was best. } (15... Kg7 16. Rxd7) 16. Nxa6?! { (Mate in 6 → 13.87) Lost forced checkmate sequence. Nxe5+ was best. } (16. Nxe5+ Kg7 17. Qg4+ Bg5 18. Qxg5+ Kf8 19. Bc5+ d6 20. Bxd6+ Ne7 21. Bxe7#) 16... bxc3?! { (13.87 → Mate in 8) Checkmate is now unavoidable. d6 was best. } (16... d6 17. Qb3+ Kg7 18. Qxb4 Nf7 19. O-O d5 20. Qb7 dxe4 21. Qxe4 Nf6 22. Qc4 Bd6 23. Nh4) 17. O-O?! { (Mate in 8 → 13.08) Lost forced checkmate sequence. Nxe5+ was best. } (17. Nxe5+ Kf8 18. Nxd7+ Kg7 19. Qg4+ Bg5 20. Qxg5+ Kf7 21. Ne5+ Kf8 22. Bc5+ Ne7 23. Qxe7+ Kg8) 17... Nf6 18. Nxe5+ Ke6?! { (13.79 → Mate in 2) Checkmate is now unavoidable. Kg7 was best. } (18... Kg7 19. Nc4 d6 20. bxc3 Ne6 21. Qb3 Nd8 22. Bd4 Rf8 23. Nc7 Kh6 24. Ne3 Nxe4 25. Ne6) 19. Nxd7?! { (Mate in 2 → 16.32) Lost forced checkmate sequence. Nc7+ was best. } (19. Nc7+ Kxe5 20. Qd4#) 19... Nxe4?! { (16.32 → Mate in 8) Checkmate is now unavoidable. Rg8 was best. } (19... Rg8 20. Nc7+) 20. bxc3?! { (Mate in 8 → 17.23) Lost forced checkmate sequence. Nc7+ was best. } (20. Nc7+ Kf7 21. Qh5+ Kg8 22. Qe8+ Kg7 23. Ne6+ Nxe6 24. Qxe7+ Kg6 25. Qxe6+ Nf6 26. Qxf6+ Kh5) 20... Nxc3?! { (17.23 → Mate in 6) Checkmate is now unavoidable. Nf6 was best. } (20... Nf6 21. Bd4) 21. Qb3+?! { (Mate in 6 → 14.55) Lost forced checkmate sequence. Nc7+ was best. } (21. Nc7+ Kf7 22. Qh5+ Kg8 23. Qg4+ Bg5 24. Qxg5+ Kf7 25. Qf6+ Kg8 26. Qf8#) 21... Kd6?! { (14.55 → Mate in 8) Checkmate is now unavoidable. Kxd7 was best. } (21... Kxd7 22. Qxc3) 22. Qxc3 Kxd7 23. Qxh8 Ke6 24. Qxd8?! { (Mate in 6 → 10.77) Lost forced checkmate sequence. Rd1 was best. } (24. Rd1 Kf7 25. Qxh7+ Kf6 26. Bg5+ Kxg5 27. Rd5+ Kf6 28. Nc7 Bd6 29. Rf5#) 24... Bxd8 25. Rb1 Kf5 26. Rb8 Be7 27. Re8 Bd6 28. h4 Kg4 29. g3 h5 30. Rg8+ Kf3 31. Rh8 Kg4 32. Kg2 Be5?! { (65.76 → Mate in 16) Checkmate is now unavoidable. Be7 was best. } (32... Be7 33. Nc5) 33. Re8?! { (Mate in 16 → 70.54) Lost forced checkmate sequence. f3+ was best. } (33. f3+ Kf5 34. Rxh5+ Ke6 35. Rxe5+ Kxe5 36. g4 Kf6 37. h5 Ke5 38. g5 Kf5 39. g6 Ke6) 33... Bd6 34. Re6 Bf8?! { (75.94 → Mate in 2) Checkmate is now unavoidable. Be5 was best. } (34... Be5 35. f3+) 35. f4?! { (Mate in 2 → 67.94) Lost forced checkmate sequence. Re5 was best. } (35. Re5 Bc5 36. Rg5#) 35... Kf5 36. Re5+ Kf6 37. Rxh5 Kg6 38. g4 Be7 39. f5+ Kf6 40. Bg5+ Kf7 41. Bxe7 Kxe7 42. g5 Kf7 43. g6+ Kg7 44. Rh7+ Kg8 45. h5 Kf8 46. g7+ Kg8 47. Rh8+ Kxg7 48. Rb8 Kf6 49. h6 Kxf5 50. h7 Kg6 51. h8=Q Kf7 52. Rb7+ Ke6 53. Qh7 Kd5 54. Rb6 Kd4 55. Qh8+ Ke4 56. Qh4+ Ke5 57. Qh5+ Ke4 58. Rb4+ Ke3 59. Qh3+ Kd2 60. Qb3 Ke2 61. Qc2+ Ke3 62. Qe4+ Kd2 63. Rb2+ Kc3 64. Qc2+ Kd4 65. Rb1 Kd5 66. Rb5+ Kd6 67. Qc5+ Ke6 68. Qc6+ Kf7 69. Rb7+ Kg8 70. Qc8# { White wins by checkmate. } 1-0

The reason that I moved my knight to d5 is because in that position, my knight is centered and could prepare for an attack if needed.