What gossip about Gatsby does Nick learn at the party?

In Chapter 3, Nick attends one of Gatsby's parties for the first time. He notes that he is probably one of only a handful of people who have been invited to the party.

The rest of the guests seem to have just shown up, without formal invitations of any sort. Nick observes that these guests often "came and went without having met Gatsby at all..." In other words, many people attend Gatsby's parties to enjoy themselves at his expense.

During the party, Nick converses with Jordan Baker and two other young women. The topic of the conversation is Gatsby, of course. One of the young ladies, Lucille, contends that Gatsby is generous for a reason. She relates how she had accidentally torn her gown on a chair at one of Gatsby's parties and how Gatsby had reportedly sent her a very expensive gown to replace the one she had ruined. As a response, the other young lady quipped:

"There’s something funny about a fellow that’ll do a thing like that," said the other girl eagerly. "He doesn’t want any trouble with ANYbody."

The rumor is that Gatsby had once killed a man and doesn't want anyone to turn him in for it; this is supposedly why he is overly generous with everyone. With few facts to back her case, Lucille then pipes up that Gatsby was rumored to have been a German spy during the war. Later, Jordan tells Nick that he once confessed he had attended Oxford University; however, Jordan tells Nick that she doesn't believe Gatsby told her the truth. So, at this point in the novel, we get the idea that Gatsby is an enigmatic man who invites scrutiny. He is rumored to have been a German spy, a murderer, as well as a past Oxford University student.