Narrator Nick Caraway is deeply disillusioned with the East Coast after living on Long Island and trying to establish himself as a bond dealer. He comes with high hopes for building a future there but ends up returning back to the Midwest, driven away by what he calls the "foul dust" he meets in the east, which for a time sours him on his fellow humans.
Nick interprets his disillusion as regional, describing the Midwest in terms of idealized purity:
The street lamps and sleigh bells in the frosty dark and the shadows of holly wreaths thrown by lighted windows on the snow.
To him, deeply disillusioned, the east, especially West Egg, becomes, in contrast
a night scene by El Greco: a hundred houses, at once conventional and grotesque, crouching under a sullen, overhanging sky.
Daisy also experiences disillusion. Marriage has not been all that she hoped, as Nick realizes early in the novel when he goes to her house for dinner. Tom is having an affair, and Daisy expresses deep disillusion with her wealth and situation, jeering at herself as so "sophisticated." She wishes her young daughter to be stupid, as she has decided that is the best way for a woman to cope with the world.
Jordan is a third character who experiences disillusion. She finds she cannot depend on Nick as she thought she could. She is angry at him for deserting her, both physically and emotionally, the night of Myrtle's death. She says,
I thought you were rather an honest, straightforward person.
However, by the end of the novel, she has decided she has made a mistake.