Daisy clearly suggests the lines of societal distinction in this excerpt. The "secret society" at which Daisy hints is the ultra-wealthy class, one to which Nick does not belong. Although he has experienced certain "privileges", as evidenced by his early narration in Chapter One, he has not made entry into the wealthy class to which Tom and Daisy Buchanan belong.
Interestingly, this reference may parallel the author's own perspective. Consider this quote from Fitzgerald: "That was always my experience—a poor boy in a rich town; a poor boy in a rich boy's school; a poor boy in a rich man's club at Princeton.... However, I have never been able to forgive the rich for being rich, and it has colored my entire life and works."