In The Great Gatsby, why does Fitzgerald reveal rumors rather than facts about Gatsby?

Actually, Fitzgerald reveals both rumors and facts about
Gatsby, and he does so in a very deliberate way for a specific purpose. In the beginning
of the novel, rumors about Gatsby are quickly established. Supposedly he had killed a
man; supposedly he had been a German spy during World War I; supposedly he was
Hindenburg's nephew. The rumors swirl about Gatsby, a young man of great wealth, because
those who come to his parties do not know him or his personal background. They really
know nothing about him because he does not want them to know. Nick comments on the
unanswered questions surrounding Gatsby:

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I would have accepted without question the
information that Gatsby sprang from the swamps of Louisiana or from the lower East Side
of New York. That was comprehensible. But young men didn't--at least in my provincial
inexperience I believed they didn't--drift coolly out of nowhere and buy a palace on
Long Island Sound.

Once he
establishes that Gatsby's identity and his past are quite mysterious, Fitzgerald begins
to solve those mysteries throughout the remainder of the novel. As the basic plot
develops, bits and pieces of Gatsby's background and experiences are revealed, and the
final truth about Jay Gatsby/Jimmy Gatz is realized in the novel's conclusion. The early
rumors about Gatsby make him a mysterious, dangerous, and romantic figure; the facts
about Gatsby are even more compelling, but the reader must wait to discover
them.