Gatsby's life failure is that he can't get what he wants, although he went to great lengths to get it and by many people's standards he is likely thought of as successful. After all, he's filthy rich. He failed because you can't do anything with your money if you are dead, and you certainly can't participate in the one thing you worked so hard for, a relationship with Daisy.
During the scene in chapter 5 before Daisy and Gatsby got together, it was raining. Then, after their relationship seems repaired, the sun is shining. In the end, on the day of the funeral, when all hope gone, it rains again. Rain often represents failure, depression, or even evil. When Gatsby's dream was achieved, the weather was good.
Gatsby wants Daisy to say that she loves him, and that she never loved Tom, or if she did love him even for a moment, he wants to know that she loved Gatsby more.