3...Nxe4 isn't as bad as most people think, if black follows up properly. But most of the time this variation is played by patzers who don't know what they're doing, and then white can end up in a totally won position. That said 3...d6 is a far better move, 3...Nxe4 results in black being down a pawn without clear compensation
At least a pawn. Sometimes much, much more!