Because of Nick's view as a narrator, we want to like Gatsby as a person. He positions the words about Gatbsy as rumors. People in general lie when spreading rumors. The gossiping feel to a rumor almost suggests that they will not be true.
Nonetheless, readers find that the references to being a spy, a killer, and a bootlegger provide at the least, a little bit of uneasiness. The unknown about this character for whom the book was named may be up for such debate because Gatsby keeps himself away from the other guests. He is a loner at his own party. The reader is led to believe that Gatsby is a sneaky and bad guy. Another impression is that there may be some illegal activity that he involves himself in.