At the end of chapter 3, Nick concludes in his narration, "I am one of the few honest people that I have ever known." This conclusion comes after his admonishment to Jordan about her terrible driving. She responds that she hates careless people and that's why she likes him, implying that he isn't careless.
His words at the end of the chapter tell us that he sees a great deal of dishonesty and deceit around him - and he does. Tom is cheating on Daisy, she knows it but says nothing, Myrtle is cheating on her husband, Jordan cheats at golf, and people all around him pretend to be something they aren't. At the end of chapter 1, when Nick is leaving Tom's and Daisy's house, he notes that he was confused and a little disgusted. His disgust comes from the deceit he has witnessed at the Buchanan household.
In the final chapter, Nick tells us why he moved back to the midwest. He tells of how he saw a woman, wearing a white evening gown and jewels, was drunk and being transported by stretcher by four men in dress suits to the wrong house. He further noted that no one cared. This coldness and immorality, especially after Gatsby's death, killed his enthusiasm for New York and this society. He left the midwest because it was too docile and staid, but he returned there for the same reason. He was tired of and disgusted by the immorality of the New York society. This glittering world has made him long for the quiet morality of the midwest.