In The Great Gatsby, what about the library at Gatsby's house surprises Nick?

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Nick and Jordan encounter the owl-eyed spectacled man in the library at Gatsby’s house. The man is quite shocked to find that the books on the shelves are real. He says he had expected them to be cardboard facsimiles of books, such as one might today find in a store display. Nick notes that the man takes it for granted that he and Jordan do not believe him, so he takes a book to show them.

He mentions that Gatsby never read the books. “Knew when to stop too—didn’t cut the pages.” Owl Eyes (as Nick later calls him) does not seem surprised by this fact. Gatsby has earned a reputation as a mysterious man so far, and numerous rumors circulate about him. Most do not have positive things to say about him. The man’s comment, “What do you expect?” refers to these rumors. He is saying that a man who is so mysterious keeps up appearances, and nothing is real; he is pointing out that Gatsby knowingly set up the library so as to present a false face. So, while the real books keep up the appearance of a well-read and sophisticated man, they also reflect a falseness in Gatsby, since he only has them to fool others.

Interestingly, Owl Eyes seizes the book from Nick’s hand and puts it back on the shelf, “muttering that if one brick was removed the whole library was liable to collapse.” This comment directly relates to Gatsby. He has spent years creating a persona, but all it takes is one slip-up and his entire façade can come tumbling down. We might view this scene as foreboding the tumult that is to come in Gatsby’s life, as he is soon to lose everything.

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As others have expressed, it is the owl-eyed man who is surprised by Gatsby's library. The library's verisimilitude surprises him. The owl-eyed man had not expected to find real books on the shelves. He thought they would be cardboard cut-outs with spines made to look like books, but when he pulls one down, it is real.

The owl-eyed man perceives that Gatsby is a fraud, but doesn't judge him for it. In fact, he's impressed with his expertise at illusion. Owl Eyes call Gatsby a "Belasco." This is a reference that could easily be lost on a modern audience. In the 1920s, David Belasco was famous as a theater producer who worked hard to create very realistic sets for plays. The owl-eyed man is effusing about how well Gatsby has staged his life.

The owl-eyed man also notes that the pages of the books are uncut. The books are real, but Gatsby hasn't read them. The owl-eyed man seems to think Gatsby did this on purpose, but this shows that Gatsby doesn't quite have his mask on perfectly. it's also worth noting that the book the owl-eyed man pulls from the shelf that Gatsby hasn't read is the first volume of the "Stoddard Lectures," presumably the same Stoddard whose racist theories Tom Buchanan is reading when Nick goes to dinner at his house. Maybe Gatsby would have been better prepared for Tom if he'd read the book.

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As was mentioned in the previous post, the owl-eyed man, not Nick, was surprised by Gatsby's books. In Chapter 3, Nick attends one of Gatsby's elaborate parties. During the party, Nick meets up with Jordan and the two walk through Gatsby's home to look for him. They end up entering Gatsby's massive library where they meet a stout, middle-aged man wearing owl-eyed glasses. The owl-eyed man is drunk and comments that he is surprised at the fact that the books in Gatsby's library are real. The man tells Jordan that he expected the books to be made out of durable cardboard. When the owl-eyed man takes a book off of the shelf to show Nick and Jordan that they are real, he notices that the book is "uncut." The significance of the books being "uncut" means that Gatsby has not read them which suggests that he is indeed a fraud. The books, like Gatsby, are a facade. Gatsby is trying to give the impression that he is a well-read, educated individual when he is actually a successful bootlegger.  

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I assume you are referring to the scene in chapter 3 with the man in the owl-eyed glasses.  It isn't Nick who is surprised; it is the man in the owl-eyed glasses. Nick and Jordan are at one of Gatsby's parties, the first one Nick attended.  They go into the library where they encounter the man in the glasses.  The man tells them, with surprise in his voice, that the books are real - they have pages and everything.  The man goes on to say that he's checked the books and they are indeed authentic books, not cardboard.  He also says that he's quite drunk.  This happens after Nick has heard many contradictory stories about Gatsby and before he's actually met him.  Gatsby, at this point in the story, has a mysterious, almost unreal quality about him. Even though the reader hasn't really met him yet either, enough information has been hinted at to let us know that there is something not quite true about the man.  It's fitting, therefore, for the man in the glasses to suspect that much more about Jay Gatsby, including his books, is not real.

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