Gatsby doesn't know the real Daisy. Gatsby constructs his own idea of Daisy, and it is false because in reality, he has not had the opportunity to know who Daisy has become. Gatsby last encounter with Daisy occurred when they were both young. He has built Daisy up over the years, fantasizing about what would happen when they finally come together again. Eventually, the fantasy becomes real to him. Gatsby believes every giggle, comment, or action by Daisy, as mysterious and appealing. This is most likely a defense mechanism, because he does not want to face the reality of the situation. By giving Daisy a mysterious air, this helps him continue his romantic notions.
Daisy was a product of a world that Gatsby always glamorized but felt was always out of his grasp. From a young age, he sought to be rich, to be part of a shiny and radiant world. He observes her in this world, enchanted, and places her on a pedastel. After their encounter, she "disappears" back into her home, escaping again into the world he idolizes. Because Gatsby romanticizes Daisy, he doesn't ever see her clearly.