Catherine, Myrtle's sister, tells Nick that Tom can't divorce Daisy and marry Myrtle, because Daisy is Catholic, and Catholic's are not allowed to divorce. Catherine is right that Catholics in that time period had a harder time divorcing, but the rest of the story is preposterous.
The story reveals the class divide between characters, just as Gatsby will later reveal his own when he slips up talking about his past. While not wholly impossible that Tom would marry a Catholic, it seems unlikely. The patrician Tom, flush with inherited wealth, is a racist who tells Nick early on that only "Nordics" are truly white and worries that white people are in danger of being swamped by other races. Given the discrimination Catholicism received during this time, and the knowledge of Tom's prejudices, it seems unlikely he would have actually married a Catholic. Further, Tom's class was the one class who could get divorced easily, such as through expensive "Reno" divorces, which were popular in the 1920s.
Nick knows the idea of Daisy being Catholic, and the idea of anything preventing Tom divorcing her if he wanted to, are ludicrous. The questions becomes, who spread this lie? Is it the product of Catherine's imagination; does it come from Mrytle; or does it come from Tom? We never know for sure, but given how baldly Tom lies to Wilson later in the novel about Gatsby's car being his own, it is likely this is Tom's lie, because he enjoys jerking lower-class people around. Whatever the case, we know that Tom has no intention of leaving Daisy for a woman like Myrtle.