In Chapter One of The Great Gatsby, a dreamy Jay Gatsby stares longingly at the green light at the end of Daisy Buchanan's pier. He dreams of the girl he met before he went to war, and hopes to regain her. This quest for the love of Daisy, despite her having married Tom Buchanan, is but a romantic illusion. The past that Gatsby hopes to regain is irretrievable; Daisy is not only older, but she is now a mother and wife; Gatsby himself is not the young innocent that he was when he first met Daisy. For, he has worked for Dan Cody and has made such shady connections as Meyer Wolfscheim.
Nevertheless, Gatsby fashions for himself an unreality out of reality, "a promise that the rock of the world was founded securely on a fairy's wing." He purchases a home on West Egg, he holds parties with hundreds of people who do not know him, he smiles and smiles, he buys shirts of every color, purchases a car of leather-bound interior and fenders like wings, he gulps down the "incomparable milk of wonder," but Daisy is offended by West Egg, "this unprecendented place that Broadway had begotten upon a Long Island fishing village."
Gatsby is a dreamer, imagining the American Dream in which a poor boy can rise to riches and attain whatever it is that he wants, or to
...recover...some idea of himself...that had gone into loving Daisy. His life had been confused and disordered since then, but if he could once return to a certain starting place and go over it all slowly, he could find out what that thing was.
The light at the end of Daisy's pier is that secret place where Gatsby hopes to climb and "gulp down the incomparable milk of wonder," the image of Daisy that he holds in his heart. It is all but a dream, an illusion of a past, a quest for love and happiness that is never realized for the tragic Gatsby, who lies dead, a sacrificial victim to the excesses of an age.