Black's priority is to organize his defence and to counter White's attack. Therefore, 5...Nxe4 is bad (moreover, White can win the knight with 6. Qh5+ g6 7. Qd5+).

There are three strategies to build comfortably the defence:

5...c5 tries to regain space by attacking the center from the queen side.

5...Be7 is a first step toward an "artificial castling". This prepares Re8 and Kg8.

5...g6 prepares a fianchetto. Black will leave the e file open and builds another kind of defence with the bishop on g7. But we may wonder if this will resist a White pawn advance on the king side.

For explanation of theory tables, see theory table and for notation, see algebraic notation..

1. e4 e5 2. Nf3 Nf6 3. Nxe5 d6 4. Nxf7 Kxf7 5. d4

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Wikipedia has related information at Petrov Defence