An opposed amphibious landing against a fortified, stoutly-defended coast is possibly the most difficult of military undertakings. It requires resources of military and naval equipment, soldiers and sailors trained in a massive array of skills, and as it turned out much specialist equipment as well. Having landed, supplying and expanding the beachhead is itself a gargantuan task, as the invader must move everything across the sea, unload it through a port, and carry out logistics in a confined space, while the enemy has access to roads and railways to concentrate their troops.

Weather played a key role in all this, as effectively a landing had to take place in summer for the correct benign conditions and long daylight hours. In 1942 the Allies completely lacked the resources, but partly responding to Soviet pressure, and in part as a learning exercise, Canadian and British troops landed at Dieppe for a 'raid' aimed at seizing the port and then withdrawing. The result was a complete failure, indeed almost a fiasco, with half the force being captured and the troops never even making it off the beach into the town. Dieppe illustrated the risks and taught many lessons the British and Americans were to directly incorporate into the planning for D-Day. These included the development of new specialist tanks to break coastal defences, allocating ships to move close in shore to directly attack strong points, the need to secure the flanks of the battle area (ultimately done with paratroops), and the timing of waves so beaches did not become overcrowded, while still allowing a decisive force to be delivered rapidly.

There was a possibility to carry out the landings in 1943, and initially US leaders were quite keen on pushing ahead with an invasion. Churchill was more reluctant, in part because his early political career had been cut down by the failure of the British at Gallipoli in 1915, where a hasty amphibious attack led to a long and costly campaign fought mostly within a few hundred years of the landing beaches. While it is likely Churchill was happy to see German resources run down on the Eastern Front, he also was optimistic that landings in Italy or Greece would harm the Axis decisively. In fact these campaigns were contained by Germany without a large drain on their military. Britain had also suffered many defeats in the first part of the Second World War, and had justified respect for the abilities of the Germans and their tenacity as soldiers.

The Mediterranean campaign of 1943 proved successful as a sort of live-action training exercise, and if the failures encountered there, and at Dieppe, were to have occurred in a full-scale landing in France, a disaster would have unfolded: paratroops were scattered, naval landing craft were not kept in good order to land troops in the right place at the right time, commanders did not always take advantage of opportunities and 'press forward', as it was tempting to take the conservative option of consolidating and concentrating closer to the beaches. Enemy artillery positions and concrete bunkers proved difficult to knock out with conventional weapons, while even simple things such as whether terrain could be crossed by vehicles was not known until it was too late. Naval support gunfire was not brought to a high degree of efficiency. Soldiers on the beach were intensely vulnerable, but landing armoured support in the first wave was also extremely difficult (and dangerous to friendly troops), as beaches were fitted with anti tank obstacles.

Complete command of the air was necessary, as were well-developed skills in close air support, something the Allies were only beginning to learn in late 1942/3. Even a few bombers could wreak havoc among a naval landing force.

An intelligence war was needed, and in Operation Fortitude, carried out most successfully. It was realised that once the landings took place, it would be a race between the two sides to get the most resources to the battle area. Germany had more than enough resources in France, especially armour, to defeat any force the Allies could land using landing craft. Keeping German armour away from the landing area for as long as possible was crucial, and success in this area is a lesser-known success of D-Day.

It is in understanding these difficulties one can appreciate why D-Day was so long in gestating. It is important to remember D-Day had to succeed, any failure would not have been like a failed land battle, it would have resulted in the loss of potentially all the landing infantry and most of the naval assets, including landing craft which were always in short supply and difficult to move between campaigns around the world. Any failure would have freed Germany to move most of her forces in France back to the Eastern Front.

It's important to remember that the western allies were not sitting idly by while the Soviet Union was fighting on the Eastern Front. When the U.S and Britain finally launched Operation Overlord(D-Day) in 1944, they had already been very busy fighting the Axis in North Africa,beginning in late 1942, and Sicily in 1943. The United States(primarily) had the added responsibility of fighting the Japanese in the Pacific while still dedicating resources and men to the European theatre. Strategic bombing of German targets was also ramped up once the American USAAF arrived in mid 1942. The "Second Front" requested by Stalin is really a matter of interpretation of what that really means. Fighting in Africa and Sicily(after success in North Africa) drew away critical German units. In the invasion of Sicily, 20 German divisions were taken from the Eastern Front to tend to the new threat by the allies. Those 20 divisions were taken away at a critical time when the Axis really could have used those units during the Battle of Kursk.

So to answer your question about why the western Allies didn't open a "Second Front", they were quite busy throughout 1942 and 1943 to where it just wasn't that great of a move. Logistically, it would have been hard to open up a "Third Front" of sorts, and the failure of the Dieppe Raid in France(August 1942) didn't help to prove the feasibility of a large scale assault.

tldr:Western Allies were busy in Africa and Sicily which drew critical Axis resources away from the Eastern Front.