The full truth of Gatsby's early life isn't revealed until the conclusion of the novel when his father shows up in West Egg after Gatsby's death. What he tells Nick, along with earlier passages of exposition in the novel, makes it clear that Gatsby had indeed traveled "a long way" to his "blue lawn" in pursuit of his romantic dream.
Jimmy Gatz, an imaginative boy, had been born into a poor family in North Dakota and grew up among "shiftless and unsuccessful farm people"; he had never felt at home in his own family and had rejected his identity as the son of such parents. The family conflicts Jimmy experienced growing up are suggested when his father tells Nick, "He told me I et like a hog once and I beat him for it." Trapped in poverty and ugliness in North Dakota, Jimmy Gatz dreamed of a different life, one of beauty, glamour, and romantic possibilities.
An ambitious boy, Gatz applied himself to change his circumstances. The notes he made in the back of his Hopalong Cassidy book reveal that he had lived a disciplined daily life. When he wasn't working, which took up most of his time, he spent almost all of the remaining hours in activities to improve himself and his life; only thirty minutes were "wasted" on play (sports and baseball). His choosing to spend two hours each day to "[s]tudy needed inventions" shows that he was searching for a means to succeed--to make money in order to find the colorful life he dreamed of.
Jimmy Gatz eventually ran away from home, determined to sieze his future. He kicked around the south shore of Lake Superior, taking odd jobs to buy himself "food and bed." As he grew into manhood, with his "brown, hardening body," he was often pursued and spoiled by young women, whom he held in contempt; he was self-absorbed and living without a sense of direction. Then he drifted to St. Olaf's where he attended college, working as a janitor to pay his way; after only two weeks, he took off again in search of the life he hungered for and found himself once again along the shores of Lake Superior.
It was here Jimmy Gatz met his destiny in the shape of Dan Cody and his beautiful white yacht anchored in Little Girl Bay:
To young Gatz, resting on his oars and looking up at the railed deck, that yacht represented all the beauty and glamor in the world.
At that moment, Jimmy Gatz changed his name to Jay Gatsby, a name he had had ready "for a long time" as he had dreamed his way into a new identity that would leave the North Dakota boy behind forever.