Looking at the Chessbase App, 2...Ng8 certainly scores less well (37% of the points for black) than 2...Nd5 (45% of the points for black). Somehow 3.d4 d5 does score best on the next move, but as pointed out by others, I am pretty suspcious about that (it seems to me like the analogy to it being a Caro Kann advance a tempo down is accurate). 3.d4 d6 4.Nf3 is played a lot and looks murky to me with no direct tactical refutation, but I am pretty convinced that white is a bit better. Hey, at least white may somewhat (debatably) "weaken" himself by playing 4...Bg4 5.h3 Bh5 6.g4 Bg6, but objectively it seems to me like lots of moves might be problematic for black here (e.g. 7.Bc4, or 7.Nc3 with the idea h4 etc.).

As black I might be even more worried about 4. f4 - certainly 4.f4 dxe5 5.fxe5 c5 6.d5 gives a scary center that it seems he can maintain. Perhaps the answer is to keep things unresolved in the center - e.g. with 4...g6, but I am not too keen on e.g. 5.Nf3 Bg7 6.Nc3, which seems like a Modern Defence gone wrong (tempos lost on Ng8-f6-g8, bishop on g7, no d5, yet, so that white may be able to push his kingside pawns quickly), not sure whether it matters if you start with 4...Nh6, if you play ...g6 later, anyway.

Anyway, I guess you get the idea that I don't like 2...Ng8 much, but that's just my opinion and if you can make it work for you with the psychological factors counter-balancing the downsides of the position, it certainly has a huge surprise factor and would quite possibly make me overconfident as white.

True, c4 or Bc4 don't come with tempo, but I'm not sure tempi are appropriate justification when you've just played ...Ng8-f6-g8. Anyway, we could discuss general points all day, but with regard to specifics, what would you like to play after 2...Ng8 3 d4 d6 4 Nf3 - ?

Sure, you could play 2...Ng8 and 3...d6 just to play something different - but at some point you have to ask yourself "Why is this not just a worse version of one of the Alekhine Main Lines?"

Shaw is rather dismissive of it in his quality chess white repetoire book. Concretely 3 d4 d5 4 c4 +/= and 3 .. d6 4 Nf3 Bg4 5 h3 Bh5 6 g4 Bg6 7 e6 +/=.

I'd be a bit sceptical of it on general grounds too - a big portion of the original idea was to get a 'good' French. Well, consider how productive the advance caro has turned out to be for white in recent years!