In Chapter I of the novel, Nick introduces Gatsby, defining him in terms of his most significant trait: Gatsby is a romantic. From his earliest years in North Dakota, he had longed for a life filled with beauty, glamor, and a heightened sense of possibility. He lived for his romantic dreams, and his dreams defied the realities of his birth.
When he meets Daisy in Louisville, he does not intend to fall in love with her, but slowly he is drawn into her exalted world of wealth and the glamor that surrounds those who own it. She is beautiful and desirable; many young officers vie for Daisy's company. The fact that other men want Daisy so much makes her all the more desirable for Gatsby. When he gives himself up to loving her, she becomes the incarnation of all his romantic dreams. She is all beauty, mystery, and enchantment for him.
Chapter VI and Chapter VIII include passages of exposition that deal very specifically with Gatsby's early relationship with Daisy and the circumstances under which he fell in love with her.