What does this mean: "after that they conducted themselves according to the rules of behaviour associated with an amusement park"?
This quotation is Nick Carraway talking about Gatsby's party guests.
Consider how people behave at an amusement park. Are they reserved? Formal? Quiet? Fitzgerald is indirectly indicating that the guests are boisterous and noisy.
Reread the paragraphs above the quotation in the text. Notice that the guests talk and laugh loudly, they visit the bar often, and they mix and mingle freely with people they've never met. Their sole purpose in attending one of Gatsby's parties is to have fun. That goal is the same one most people have when they visit an amusement park, and they relax their normal social behavior.
This is essentially historical question, requiring the reader to understand the manners of the upper class in the East of the United States in the 1920s. It was a very different social climate than what we have now, even among that same class of people in that particular part of the US.
Gatsby had made enough money to buy a house in almost the very most fashionable place (West Egg, across the water from the ultimate fashionable place -- East Egg.) He had bought his way into the environs of the very uppercrust of society -- his house is a beautiful mansion, staffed by many servants, and housing the well-attired and social-climbing Gatsby. In this environment of privilege and wealth, however, was also a set of rules of behavior. Daisy and Tom Buchanan, the society couple Gatsby tries to be like, would never allow their guests to behave in a drunken, lewd, and childish fashion (as Gatsby's guests do.) Since high society was still, at this time, very much a closed members-only club, Gatsby is only able to get vaudeville performers, bootleggers, and various hangers-on to come to his parties, rather than the rich and pedigreed people who would go to Tom and Daisy's parties. And Gatsby's guests act accordingly -- this was a time of Prohibition, when all liquor was illegal, and parties of this type were bound to be drunken and wild affairs. Nick is saying that the guests at the party acted without any dignity, and like children at an amusement park.