In Chapter 3, what do readers learn about Gatsby's background here? Why is this important?

The main thing we learn about Gatsby's history is that it is a complete mystery. We learn that he was in the service and that he went to Oxford. This is important because like Nick.... we are mesmerized by Gatsby's character and wondering exactly what is true and what isn't. We want to know who Gatsby is.

“Your face is familiar,” he said, politely. “Weren’t you in the Third Division during the war?”
“Why, yes. I was in the Ninth Machine-gun Battalion.”
“I was in the Seventh Infantry until June nineteen-eighteen. I knew I’d seen you somewhere before.”

“Well, he told me once he was an Oxford man.”