Are you thinking of Gadsby? http://en.wikipedia.org/wiki/Gadsby_%28novel%29

I had heard about "Gadsby" first, so when high school friends told me they were reading "The Great Gatsby", I was quite confused about why their English class would assign a book most known for not using the letter 'e'.

Yes, The Great Gatsby, published 1925, by F. Scott Fitzgerald, not the later lipogrammatic Gadsby, 1939, by Ernest Vincent Wright.