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.
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.