What do you think Nick felt he had to warn Gatsby about?
At the beginning of Chapter VIII, the night after the accident that killed Myrtle Wilson, Nick feels he needs to warn Gatsby about the probability that he'll be blamed for Myrtle's death. He actually tries to go to sleep, but when he feels as though morning will be too late, he goes over to Gatsby's house and finds him still up, having just returned from his vigil outside Daisy's house. Nick tells him "to go away" because "It's pretty certain [the police] will trace [his] car." Gatsby won't even consider leaving now, and tells Nick the entire story of his and Daisy's past relationship and what happened between them. Nick tries to encourage him to leave town, to go to Atlantic City or even Canada, but to no avail.