I find this passage from chapter 4 interesting,
“He’s a bootlegger,” said the young ladies, moving somewhere between his cocktails and his flowers. “One time he killed a man who had found out that he was nephew to Von Hindenburg and second cousin to the devil. Reach me a rose, honey, and pour me a last drop into that there crystal glass.”
Gatsby remains an enigma to his guests. They thrive on rumour and innuendo regardless of the truth. Fitzgerald infuses Gatsby's character with these,often absurd, allegations to Give his character a sense of mystery and yes, even absurdness. Gatsby must remain an enigma to the reader as well until the end of the book and, for many readers, well past the story.