How does he act when she first arrives at Nick’s?

Gatsby continues to be nervous, but he does his best to put on an air of indifference.

Gatsby, his hands still in his pockets, was reclining against the mantelpiece in a strained counterfeit of perfect ease, even of boredom. His head leaned back so far that it rested against the face of a defunct mantelpiece clock, and from this position his distraught eyes stared down at Daisy, who was sitting, frightened but graceful, on the edge of a stiff chair.