The first time we see Gatsby in the story he is described as "a figure" who "emerged from the shadow" of his mansion. This description suggests a ghost or a figment of the imagination more than it suggests a man. Later, in chapter 3, Gatsby is described, at one of his own parties, as "the figure of the host." By describing Gatsby in this way, Fitzgerald is able to better convey the impression that there is something unreal, even fictional about Gatsby. This impression is compounded throughout the story, most notably perhaps when Owl Eyes expresses his surprise that Gatsby's books in his library are real rather than some kind of elaborate facade. Owl Eyes is convinced that everything to do with Gatsby, including the man himself, is merely an elaborate, insubstantial facade.
In chapter 6, Nick says that Gatsby "sprang from his Platonic conception of himself." By this Nick means that the Gatsby who lives in the mansion on West Egg is merely a carefully constructed projection of his former self. Gatsby's former self was a loafer, without direction or prospects, until he met and then essentially mimicked the identity of a rich man called Dan Cody. He built up and cultivated this new image, or "Platonic conception" of himself, in order to win back the love of his life, Daisy. Thus, the Gatsby that we meet at the beginning of the story is a kind of fictional, idealized version of a man. Just as his mansion is an "imitation of some Hôtel de Ville in Normandy," so too Gatsby is an imitation of Dan Cody. He thus cannot be called something so definite and real as "a man" but is rather something more ambiguous and insubstantial, like a "figure."