440 is a stainless steel which is harder for rust to build up on. It is also softer than D2 or 01 (if properly heat treated and tempered), which means the 440 will dull quicker and be easier to sharpen. Conversely, the D2 will hold an edge better but tends to need a bit of care so it doesn't rust and it could be hard(er) to sharpen.
D2 is a tool steel which has a higher carbon content. Tool steels are used to cut softer steels.
When given a choice of steels in a knife, my first choice would be Crucible S30V, next would be D2 or 01, last would be the stainless varieties.
For most skinning duties of animals whitetail size and smaller, pretty much any steel will do nicely.
If you got a knife you like in D2, you done good.