Why is Nick a little disappointed with Gatsby?

At a Sunday morning party at Gatsby's, Nick hears further gossip about Gatsby from a group of foolish young women. They say that he is a bootlegger who killed a man who discovered that he was nephew to von Hindenburg and second cousin to the devil.Some of this was ridiculous but though Nick was first taken with Gatsby's seeming purity and optimism, Gatsby remains enigmatic and not entirely trustworthy. Gatsby's own account of his illustrious past seems comically exaggerated. His readiness to provide evidence to corroborate his story is itself suspect; an honest man, one imagines, would be insulted by Nick's skepticism.