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The novel is really too complex to be reduced to a single "moral of the story" analysis, but one compelling theme seems to be Fitzgerald's assertion that romantic illusion cannot survive when pitted against reality. Gatsby's romantic illusions led him away from North Dakota in search of a new identity. He believed he could remake himself in an image of his own creation and that through the force of money, he could become someone else. Thus, Jimmy Gatz becomes Jay Gatsby.
When Gatsby meets, loves, and loses Daisy, she becomes his dream and the focus of his illusions. He believes that with enough money, he can become a part of her world, win her back, wipe out five years of time, and repeat their past. When Gatsby's illusions collide with reality, however, everything falls apart, and Gatsby is murdered. In the novel's conclusion, Nick meditates about Gatsby's conflict between illusion and reality:
He had come a long way to this blue lawn and his dream must have seemed so close that he could hardly fail to grasp it. He did not know that it was already behind him, somewhere back in that vast obscurity beyond the city, where the dark fields of the republic rolled on under the night.
The power of Gatsby's illusion is so strong, however, he dies still believing in it, waiting for Daisy's call.
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