In Chapter One, Nick says that "there was something gorgeous about [Gatsby], some heightened sensitivity to the promises of life," almost as if he were like a seismograph -- a machine that measures the size of earthquakes many miles away. Gatsby seems to feel everything so deeply, and in a world full of Toms and Daisies and Jordans, who seem to feel so little, such an ability to be affected is remarkable. It seems to signal a kind of innocence, despite Gatsby's lies and criminal activities, and it is this innocence that defines him for Nick rather than these other things.
Furthermore, Nick says that Gatsby has "an extraordinary gift for hope, a romantic readiness such as [Nick has] never found in any other person." Gatsby is truly unique, at least for the world in which Nick lives. Just after World War I, many people -- Nick included -- felt invariably disillusioned, but Gatsby seems to have retained his ability to dream big, his ability to believe in love and beauty.
In the final lines of the book, Nick says that
Gatsby believed in the green light, the orgastic future that year by year recedes before us. It eluded us then, but that's no matter -- tomorrow we will run faster, stretch out our arms farther...And one fine morning---.
Gatsby manages to retain an optimism that so few people can, and even though his beautiful dream of the future seems to get further and further away, he is able to keep believing that he will reach it eventually.