Nick originally comes from the Midwest--Minnesota, to be specific. In literature, the Midwest gives a settled feel to characters. The Midwest is where the farms are, the food is grown and the farmers are. The coasts, on the other hand, both east and west, give a sense of excitement and glamour.
Nick moves to the East Coast, and that is where he finds the lavish and empty lifestyles and the wickedness he condemns in the first chapter. He eventually moves back to the Midwest, hoping to find more stability and less wicked people.