I was out dancing with one actress or another. And that got press. Even when it didn't, the whole town knew I was a dancing fool, and since I couldn't very well dance with a man, they saw me dancing with a lady, and they assumed the rest.
I was supposed to be a romancer, either wooing the leading lady or competing with the leading man for her.
The Thin Man was a good break, because it was highly popular. I played a gigolo in it.