In chapter three of The Great Gatsby, readers have become familiar with Nick as an honest, unassuming man from the Midwest. His interactions with Jordan in this chapter provide potential for a romance that isn't possible with other female characters.
He and Jordan have already been introduced by Daisy in chapter one, when Daisy says she's going to arrange for them to be married.
In fact I think I’ll arrange a marriage. Come over often, Nick, and I’ll sort of—oh—fling you together. You know—lock you up accidentally in linen closets and push you out to sea in a boat, and all that sort of thing——
Nick is interested and inquires about her family and her background. When they encounter one another again in chapter three, it is at one of Gatsby's famous parties. Here, Nick begins to see the "true Jordan." He is grateful to see her not because he has missed her, but because he " found it necessary to attach myself to someone before I should begin to address cordial remarks to the passers-by."
He reaches out to Jordan, who immediately puts him off as she listens to two of her fans talk to her. They walk down to the garden, where Jordan begins a conversation with another woman. She treats Nick as her escort, but she does not interact with him.
We learn that Nick considers her beautiful and interesting. However, because they don't see each other after the party "until midsummer," readers can safely assume Nick wasn't exceptionally taken with her.
However, in the latter portion of the chapter, he describes his feelings in more detail:
For a while I lost sight of Jordan Baker, and then in midsummer I found her again. At first I was flattered to go places with her because she was a golf champion and every one knew her name. Then it was something more. I wasn’t actually in love, but I felt a sort of tender curiosity.
He describes her as "incurably dishonest," but then immediately turns around and says, "It made no difference to me. Dishonesty in a woman is a thing you never blame deeply—I was casually sorry, and then I forgot."
Jordan flirts with him, saying that she hopes she never meets anyone as careless as herself, which is why she likes him.
Overall, in chapter three, readers learn that Nick finds Jordan to be a woman distinct from any other female character in the novel. She both fascinates and confuses him. As the novel moves into the fourth chapter and beyond, their relationship continues to develop and Nick's feelings continue to take shape.