How does Gatsby feel about the myths that have been attached to him?

To some extent Gatsby wants to remain an enigma. Much of his world is built around illusion so the rumours help keep him aloof from the crowd. The rumors add to his mystique that he thinks will attract Daisy to him. Gatsby does take exception when the rumors don't support the illusion he is trying to create. When Tom suggests that Gatsby really didn't attend Oxford, he goes out of his way to convince Nick that he did.