Who is the narrartor??

The Great Gatsby
p. 1-12

While reading this first twelve pages, the ambiguous writing style of F. Scott Fitzgerald was clear to me. He begins the story with a narrator that is in no rush to identify himself. For example, on page one, the line "...I was privy to the secret griefs of wild, unknown men" (Fitzgerald, 1) initially made me believe that the narrator was a female. However, reading on to page ten, Tom Buchanan addresses the narrator as "Nick", thus falsifying my assumption.
This ambiguity is continued with the description of Miss Baker. Fitzgerald hints at who she is, but the reader does not learn about her golf talents or relations to Daisy until the end of Chapter One and, I assume, farther into the book. This tactic of Fitzgerald's almost forces the reader to be patient, which I find very frustrating. I do not like to read about characters and their interactions without knowing background information; thus, when I finally do learn more about a character, I find myself flipping back in the book and rereading passages in hopes of further understanding the deeper meaning or further analysis of certain conversations, actions, etc. This should be an interesting read for me. Though I do not particularly prefer this type of style, I am eager to increase my reading experience with F. Scott Fitzgerald's The Great Gatsby.