It is well after the first big party at Gatsby's when he and Jordan spend most of the party together and Nick really starts to feel like they have a connection. He has begun to enjoy his life in New York, to feel like he belongs in a way and it is during this time that he remembers the story about her that had been nagging at his brain.
The rumor was that she had changed the lie of her ball, in the first big tournament she played, so that she would have a better shot or avoid some obstacle. It had never been proven as the witnesses, a caddy and another witness either recanted or admitted that they weren't entirely sure. But the scandal had been public and Nick had struggled to connect the name and the story until now.