I found a setting where I can choose AF-C Continuous-servo AF, or AF-A Auto Select or AF-S Single Servo AF. For sports I'm guessing AF-C is best?
I'm not a Nikon guy, but I think that would be the equivilent to the AF-Servo on the Canon. It basically tracks (from what I understand) what you are focusing on, and continually focus as the subject moves.
I was having trouble with Basketball/Volleyball before I figured out to use the Servo mode, as I would depress the shutter button, the camera would 'focus' on a spot, then of course the subject keeps moving away leaving many images slightly OOF. I had much better luck with Servo mode.
Still learning of course...but I don't think that ever ends.
Why are you shooting at 1/2500 though? And what is your ISO at?