The Two Knights is the last chance for you to stop White dragging you under the wheels of the Fried Liver Attack. You know that 5...Nxd5 6.Nxf7 Kxf7 7.Qf3 will force you into a very difficult defense to save the game.
This opening activated by 5...Na5 stops all that crazy stuff by driving the Bishop off that dangerous diagonal. 6.Bb5+ c6 7.dxc6 bxc6 leads to an interesting position.
You've given up a pawn, a7 and c6 look like long term weaknesses but it seems like you've alleviated the pressure against your Kingside. White can continue with 8.Be2 or the tactic against your a8-Rook, 8.Qf3.
Against the first you can harass the White Knight and win time to complete development. Against the second, again moves like 8...Rb8 should win you the time you need to solve your problems.