After a fresh install of Drupal 6.2, create the second user (you have already the user/1), and this user will be the user/3. So user/2 is just missing (page not found). I issued this as a bug report (http://drupal.org/node/259909) and the answer was:
"This is a known issue caused by a quirk of MySQL when dealing with auto-increment fields. Aside from the gap in the sequence it is not actually a problem."

That's fine so far, and I'm just re-publish this story here for others not reading the issue queue, but searching for the user/2