I know most creatures take time to learn some things.
Birds take some time to fly.
Human beings take some time walk or stand.
But in the case of the deer species, it's different. It can stand the same day it's born. Why is this so?
If you compare placental mammals in how much time they need to start walking, you'll see that deer are no exception. Humans are an exception.
Hypothesis of Obstetrical Dilemma
The hypothesis of Obstetrical Dilemma states that humans are born premature. We very much think this is because if we were to be born more developed (like other mammals), our big brain would not be able to make its way through the pelvis. Also, bipedalism leads to a narrower pelvis making the passage of the big brain even more problematic. For this reason, human babies are very dependent on the care of their parents for a long time. This hypothesis is called the Obstetrical dilemma (see Rosenberg 1992, Weiner et al. 2008 among many other papers as well as several books such as Ancient Bodies, Modern Lives for example).
Counter arguments to the Hypothesis of Obstetrical Dilemma
Note however that this hypothesis comes with a few potential contradictions, such as the fact that human gestation is no shorter than the gestation of humans' sister species. Indeed, in chimpanzees, for example, gestation lasts 243 days on average against 280 days on average for humans. These counter-arguments can be found in Dunsworth et al. 2012.
Thanks to @MattThrower and @AdamDavis for their helpful comments.
Deer are hardly unique in this, The young of horses, cows, and I suspect most grazing species are able to walk soon after birth. The reason, of course, is evolutionary: flight is the species mechanism for avoiding predators, so if they weren't able to flee, they would become lunch for some predator.
Other species have gone down an evolutionary route of having their young in some shelter - a nest or den, for instance - and having adults protect them while they're relatively helpless. (Marsupials take this to an extreme...) Both strategies obviously work.
You can learn a lot more about this if you search for altricial and precocial species.
Despite this question having already two good and correct answers, I'd like to write this one just to explain the technical terms — describing what you're asking — mentioned by @jamesqf in his answer (last paragraph).
Mammal and bird (but also other groups) offspring can be classified as altricial or precocial. In a very simplified way:
Of course, this is a matter of evolutionary strategy, but it's interesting to understand some constraints. Cetaceans, for instance, have to be precocial, otherwise the newborn would drown.
Human classification is a little more complicated. Some authors classify humans as precocial (which is indeed our ancestral condition), like the other apes, because we have generally a single newborn which is born with the eyes open. However, due to the evolution of brain size in the human lineage, human babies are relatively less developed when compared to the other apes, which makes some sources classify humans as altricial.
Finally, you can find semi-precocial and semi-altricial as well, although those are less common terms in the literature. There is also superprecocial, as the birds from the Family Megapodiidae, in which some species are able to fly in the same day they hatch.
That you use the word "learn" in your question leads me to think that you're under a common misconception that people have about biology. It can seem self-evident to us that certain skills, for animals or humans, are necessarily "learned", but often, this isn't the case.
The first thing to note, there are a number of things that humans can learn, which they cannot naturally do, such as riding a bike, swimming, doing a cartwheel, speaking a second language, etc.
Second, we are most familiar with how humans grow from infancy to adulthood. We interpret infancy and early childhood as a period when a young person learns a number of basic physical skills, such as using their hands, walking, basic co-ordination such as running and catching, learning to speak, etc.
This leads people to assume that physical skills must necessarily be "learned", or practiced with increasing proficiency in order to attain a level of competence.
However certain observations of the natural world provide stark evidence that a number of physical skills, such as walking, swimming, even running and flying, need not necessarily be "learned", but can simply be grown, the same way that a limb or any other part of the body is grown. Yes, neurology and behavior can grow according to genetic pre-programming, just as the rest of the body does.
Consider the blue wildebeest: "calves can stand within an average of six minutes from birth and walk within thirty minutes; they can outrun a hyena within a day." On the plains of Africa, there are very few places to hide from predators. Clearly they are not learning, however, one may define learning, to run in a day.
Lest you think running is an easy skill to grow, and other skills are harder, megapodes birds are capable of flying the same day they hatch.
Once we understand that complex skills such as running and flight can grow, and need not necessarily be learned or practiced to competency by an organism, we then must question what exactly it is what we are witnessing when we see a young animal "learning" a basic motor skill. Is a young child who is learning to walk actually learning, or are we simply watching them grow the ability to walk, over a period of years, the same way their grow their teeth over a similar period? Or perhaps even a little of both, growth and learning?
The difference can be difficult to tease out in a scientific sense.
So let's look at human speech. Surely this is more complex than walking or flying? As adults, we struggle and take years to learn a second language. Children aren't completely fluent until about 5 years old.
But when we really take a look at language ability in children, we see that there is strong evidence that there is a fair amount of growth involved. A good summary of this can be found in Pinker's The Language Instinct:
Pinker attempts to trace the outlines of the language instinct by citing his own studies of language acquisition in children, and the works of many other linguists and psychologists in multiple fields, as well as numerous examples from popular culture. He notes, for instance, that specific types of brain damage cause specific impairments of language such as Broca's aphasia or Wernicke's aphasia, that specific types of grammatical construction are especially hard to understand, and that there seems to be a critical period in childhood for language development just as there is a critical period for vision development in cats. Much of the book refers to Chomsky's concept of a universal grammar, a meta-grammar into which all human languages fit. Pinker explains that a universal grammar represents specific structures in the human brain that recognize the general rules of other humans' speech, such as whether the local language places adjectives before or after nouns, and begin a specialized and very rapid learning process not explainable as reasoning from first principles or pure logic. This learning machinery exists only during a specific critical period of childhood and is then disassembled for thrift, freeing resources in an energy-hungry brain.
So the idea that complex skills, even language, must be learned, is one that should be looked at critically. Considering the evidence that flight and walking can be grown, the next question is how much learning organisms actually do.
On a practical note not previously mentioned: If deer couldn't walk very soon after birth, they would be very vulnerable to predators, as would their parents who would have to remain nearby to take care of them. This is true for many creatures - even for predators themselves, if you think about it.