A few minor suggestions:

change the phrasing in your opening sentence from, "Americans are all in pursuit of one thing" to "Americans have been in pursuit of one thing".

When referring to the three characters you will be using as evidence in your essay, it would be better to refer to them as "three of the main characters" in the novel, not "the three main characters". Suggesting that these three are the only main characters is not entirely accurate when we consider the role that Nick plays in the novel as a character and a narrator.

Your thesis is strong (can be argued and proven using facts from the novel): You are going to discuss how each of the three characters represents the moral decay that Fitzgerald criticizes in his novel. Your opening sentences, however, tend to be a bit general and a little confusing. I am with you with you when you mention the settlers, but am lost as to why you've thrown the Confederates into the mix. Also, for the sake of parallelism, you may want to use three general examples at the beginning: "From the settlers who first arrived in American, to the [fill in the blank], to the [fill in the blank], Americans are all in pursuit..". Since you mention the Declaration of Independence, you may want to use the founding fathers in your introductory sentence. Also, be careful of generalizing an entire nation..."Americans are ALL in pursuit..."