The First Rule of Gatsby...

Now we've read up to chapter three, and have introduced to Gatsby, several odd parallels between The Great Gatsby and Fight Club. Many of the main characters reflect each other, with Nick resembling "The Narrator", Jordan resembling Marla, and Gatsby himself resembling Tyler Durden.
Nick (The Narrator) is a rather naive, innocent character (with questionable sexuality) who is rather lost in his new surroundings. He ends up meeting cynical, bored-with-life Jordan (Marla), who he ends up following around, and finds that he has rather deep emotions toward her. Around the same time, Nick meets Gatsby (Tyler Durden), a charismatic fellow who Nick looks up to. Gatsby is followed by hundreds of people, almost religiously at times.
Meanwhile, Chuck Palahniuk and Scott Fitzgerald share many similar writing styles, such as narration, confusing dialogue, and very convincing description of people and scenery.