How does Fitzgerald shape the reader's expectations of Gatsby in the opening of the novel?

Nick first mentions Gatsby in chapter one in the context of his disappointment with his experience of living in the East. Nick says that when he returned to the Midwest, he "wanted the world to be in uniform and at a sort of moral attention forever" and that only Gatsby "was exempt from my reaction." The reader understands that Nick saw something positive in his relationship with the titular character who "turned out all right at the end" but was in some way victimized by forces outside his control.
Other references to Gatsby in the first chapter are Jordan's mention of Gatsby living in West Egg, Daisy's question "what Gatsby?" and Nick's vision of Gatsby standing alone in the dark reaching out in the direction of the green light at the end of Daisy's dock. The first chapter shapes readers' expectations that Gatsby might be an elusive character who doesn't stay in Nick's life or possibly any other character's, either. Nick's admiration of Gatsby is clear; he notes that "there was something gorgeous about him," but Nick also injects a note of ambiguity when he adds that Gatsby "represented everything for which I have an unaffected scorn." The opening of the novel indicates that Gatsby will be a complex character who captures Nick's imagination in the summer of 1922.

In the first chapter of The Great Gatsby, Fitzgerald shapes the reader's expectations of Gatsby in a number of ways. Firstly, in the exposition, Fitzgerald portrays Gatsby as a man who is very different from other people in the East. Nick says, for example, that there is something "gorgeous" about him, implying that Gatsby is special and unlike the other characters in the book.
Secondly, Fitzgerald portrays Gatsby as a victim, claiming that he was "preyed" upon by "foul dust" which crushed his dreams. By doing this, Fitzgerald not only piques the reader's interest but also foreshadows Gatsby's plan to win back Daisy Buchanan.
Finally, when Nick meets Jordan, she asks whether he knows Gatsby. By doing this, Fitzgerald creates an air of mystery around him. Gatsby becomes a sort of celebrity in the reader's mind, even though the reader has no direct knowledge about him. This is also effective in creating suspense ahead of Gatsby's first appearance in the book.