Why does Nick move to New York?

In chapter 1, Nick introduces himself to the reader by providing a little background. He tells the reader that he participated in World War I:

I enjoyed the counter-raid so thoroughly that I came back restless. Instead of being the warm centre of the world, the Middle West now seemed like the ragged edge of the universe—so I decided to go East and learn the bond business. 

As with many of the men who participated...

In chapter 1, Nick introduces himself to the reader by providing a little background. He tells the reader that he participated in World War I:

I enjoyed the counter-raid so thoroughly that I came back restless. Instead of being the warm centre of the world, the Middle West now seemed like the ragged edge of the universe—so I decided to go East and learn the bond business. 

As with many of the men who participated in that war, when they returned home, things had changed, either in themselves, in their community, or both. This restlessness that Nick describes is a theme in Fitzgerald's book because it was a theme of that era. So Nick decides that he needs a change of scenery and moves to the East coast, New York specifically, to try working on Wall Street. He has no background in the bond business, but as he says, "Everybody I knew was in the bond business, so I supposed it could support one more single man."

Nick also makes this move because he seems to be trying to figure out what to do with his life and who he is as a man. Besides the bond business, he talks about "the high intention of reading many other books besides . . . and now I was going to bring back all such things into my life and become again that most limited of all specialists, the 'well-rounded man.'" Fitzgerald also symbolically shows this beginning of a new life by setting the story in the spring, when life typically starts fresh. Nick sees his move as a fresh start as well, and does not anticipate all the tragedy that is to come that summer.