There are a few possible answers that come quickly to mind for this question. The first is that Nick is an extremely lonely person. Before the action of the novel starts (with his introduction to Gatsby and his rich lifestyle), Nick describes himself as being alone in a profession for which he holds no passion. He meets Jordan, who is certainly glamorous, but also has a sort of honest integrity about her absent from most of Gatsby's other guests. This is the second reason. He can tell there is something both childish and troubled about her, which suggests a depth he can't find in others, including his cousin. He has a story to tell, and she seems a person to share it with. Lastly, it's worth mentioning that he is attracted to her.