Based on how when Nick entered the room after some time and "Daisy's face was smeared with tears." (page 89), I believe that they were very awkward and embarrassed at first and didn't know what to talk about. After a few minutes, one of them must have started a funny story that made them laugh and genuinely enjoy each other's company. The story must be one told by Gatsby about some of his crazy parties. "I'm glad Jay." (page 86, said by Daisy) This quote shows that Daisy is much more comfortable around Gatsby.