Very good answers Thomas!  In addition I will add that a secondary antibody (pllyclonal and fluorochrome or enzyme labeled) is almost never species specific to the IgG anti primary antibody.  There is a lot of sequence homology within the IgG sequences between species.  As a result protein in buffers, antibody diluents and wash solutions are selected for the reasons given by Dr Andl for minimal cross species reactivity.  For example if your secondary antibody is rabbit anti goat IgG and you dilute your antisera with 5% BSA which will contain ~ 1 mg bovine IgG / gram BSA you will almost completely inactivate your secondary antibody as Rabbit anti goat IgG cross reacts with bovine IgG (~80 shared epitopes).   So as a general rule you choose a secondary antibody which has minimal cross species reactivity to all protein solutions used within the immunohistochemical analysis.  This unfortunately varies between products purchased from different vendors and is typically determined empirically within your experiment.  Keep it simple,  Mouse monoclonal primary, polyclonal goat or rabbit anti muse IgG as secondary all diluted in normal serum derived from the same species as the secondary.  This typically blocks low affinity antibodies (heterospecies reactivities) present in the secondary antibody and avoids liquid phase inactivation of secondary anti IgG activity.

You forgot to mention from which species the primary antibody is, the anti-BMP2 antibody; and from which species is the secondary antibody? I assume the primary antibody is not from donkey, not from goat. The secondary could be from goat? 

Interesting that you put the question in the category "happiness". Is that about the well-being of the antibodies or the eudemonia of the undergraduate.

You have to imagine that the anti-BMP2 serum is neither perfect nor pure. It will bind other things in addition to BMP2 but hopefully with low affinity. To reduce this background, blocking with a protein solution is generally included in the staining protocol. What kind of protein solution depends on the species involved (species the antibodies are derived from and species the section is from).

In a perfect world no blocking is required because the antibodies will not bind anything but what the tube labeling says: your anti-BMP2 antibody will only bind BMP2. But that is generally not the case. Just look at a few Western blot pictures of commercial antibodies and you will frequently see additional bands that do not seem to correspond to the antigen the antibody as made against. There is almost always the possibility of epitopemimicry. Using serum is intended to saturate the potential unspecific sites antibodies might bind but in my experience blocking rarely can make a bad antiserum good...

Something is missing. Is the primary antibody directly conjugated to a fluorochrome? Otherwise, how could you be able to detect where the BMP2 antibody bound? Which "color" (or "colour") do you use to visualize BMP2? 

So, the question is: did it work?

Let's assume the primary antibody is directly conjugated, then you do an "alternative" washing. I assume you get rid of the the primary antibody before you apply the "wash"=5% Diluted BSA in PBS. You probably could substitute all the different proteins with either BSA, donkey serum or goat serum. Probably will not make a difference. You probably could just use 1xPBS and forget about all the protein blockers at all. Frequently, the cheapest protein is used to block or the one that fits best with the animal some of the sera are from. If the secondary serum is from goat, goat serum for blocking might be nice. In your case, since there is no secondary (?) you may be able to block with rabbit serum (since there is no anti-rabbit fluorochrome-conjugated secondary?). I have to admit, I am confused myself now. The key question is now: is there a secondary?

Very good answers Thomas!  In addition I will add that a secondary antibody (pllyclonal and fluorochrome or enzyme labeled) is almost never species specific to the IgG anti primary antibody.  There is a lot of sequence homology within the IgG sequences between species.  As a result protein in buffers, antibody diluents and wash solutions are selected for the reasons given by Dr Andl for minimal cross species reactivity.  For example if your secondary antibody is rabbit anti goat IgG and you dilute your antisera with 5% BSA which will contain ~ 1 mg bovine IgG / gram BSA you will almost completely inactivate your secondary antibody as Rabbit anti goat IgG cross reacts with bovine IgG (~80 shared epitopes).   So as a general rule you choose a secondary antibody which has minimal cross species reactivity to all protein solutions used within the immunohistochemical analysis.  This unfortunately varies between products purchased from different vendors and is typically determined empirically within your experiment.  Keep it simple,  Mouse monoclonal primary, polyclonal goat or rabbit anti muse IgG as secondary all diluted in normal serum derived from the same species as the secondary.  This typically blocks low affinity antibodies (heterospecies reactivities) present in the secondary antibody and avoids liquid phase inactivation of secondary anti IgG activity.