White sacrifices two pawns in order to activate both bishops quickly. Black is well advised to return at least one of the pawns because it is quite difficult to survive the full brunt of the white attack. Even if you don't want to play this aggressively, I suspect that you will enjoy many of these attacking games.
Related literature
Complete Defense to King Pawn Openings, Eric Schiller.
Video on the Danish Gambit
The Dashing Danish, Nigel Davies. A darling of great attacking players such as Marshall and Spielman, the Danish Gambit has recently been revived by GMs Hector and Tisdall. They have successfully challenged some of the old assessments of the line, and in this video, GM Nigel Davies tells you all you need to know to wield the sizzling Danish with deadly effect!