In The Great Gatsby, Fitzgerald establishes the sexual relationship between Gatsby and Daisy without detailing their encounters. The two became lovers when they first met in Louisville where Gatsby was stationed before going overseas to World War I. Fitzgerald alludes to their relationship in this passage:
. . . [Gatsby] was at present a penniless young man without a past, and at any moment the invisible cloak of his uniform might slip from his shoulders. So he made the most of his time. He took what he could get, ravenously and unscrupulously--eventually he took Daisy one still October night, took her because he had no real right to touch her hand.
Gatsby, much to his surprise, realized that "it didn't turn out as he had imagined." He fell in love with Daisy: "He felt married to her, that was all."
When Daisy and Gatsby reunite in West Egg five years later, Fitzgerald suggests subtly that they resumed their sexual relationship. Gatsby had thrown many huge parties, where people came to his mansion "by the hundreds," hoping that Daisy would wander in. After he and Daisy do meet again, however, the parties stop abruptly, Gatsby fires all his servants, and hires new people through Wolfsheim. Gatsby explained this change to Nick:
I wanted somebody who wouldn't gossip. Daisy comes over quite often--in the afternoons.
The physical relationship between Gatsby and Daisy survived a five-year separation, which led Gatsby to believe that his dream of their being together and wiping out the past would be realized. As Nick observed, "his dream must have seemed so close that he could hardly fail to grasp it." He never would, of course, or ever could, which suggests a major theme in the novel. A romantic dream stands no chance when pitted against the corruption of modern American life.