A good way to think of the Black-Scholes model is that the current value of the stock S is

attributable to the (risk-neutral) present value it will have in all the possible states on the
expiration date times the probability of those states. N(d1) represents the proportion of that
total value that is attributable to the states in which the stock has a value greater than or
equal to the exercise price, so the probabilities of each state weighted by the values in those
states. N(d2) is simply the (risk-neutral) probability that the stock will have a terminal value
greater than or equal to the exercise price, not weighted by the stock value in each state. To
get the option value you multiply the current stock price S by the fraction of its value
attributable to states in which the option will be exercised N(d1) and then subtract the
present value of the exercise price multiplied by the probability that exercise price will be
paid, N(d2).
To see why the delta, or the change in the option value with respect to a change in S, equals
N(d1) draw a picture with (the terminal) stock price rising on the y axis and cumulative
probability going from 0 to 1 on the x axis. Draw a vertical line from 1 on the x axis on up.
Then draw a horizontal line at a value equal the present value of the exercise price. Finally,
draw a vertical line down from where the stock price and exercise price cross to the x axis.
To the right of the x axis you should have two areas --- a rectangle for the area below the
exercise price and a second area above the exercise price. SN(d1) is the sum of the two areas.
The present value of the exercise price times N(d2) is the rectangle. Now think about an
increase in the stock price of dS that proportionally increases all final returns of the stock.
That increases the total area under the stock price curve by dS, and out of that the fraction
N(d1)dS is attributable to states in which the stock price would have been exercised before
the price increase. The states in which the stock price was essentially equal to the exercise
price that may go from no exercise to exercise add second order value (since the stock price
and exercise price are about equal in those states), making the change in the probability of
exercise irrelevant. So an increase in the stock value of dS increases the value of the option
by N(d1)dS.