I assume you mean a quote from Fitzgerald's story that encapsulates the theme. If so, I would choose this one: "Dexter was unconsciously dictated to by his winter dreams."
The quote reflects Dexter's lifelong ambition to rise beyond his lot in life of a lower-class man who lusts for the "good things": money, beautiful women, and respect. As a caddy for the rich, Dexter sees what other people have and wants those things too.
On one level, Dexter gets those things. He succeeds in business and briefly acquires the fey Judy Jones. However, the realization of his dreams proves hollow. Money doesn't comfort him, Judy leaves him (though he never really had her), and his business life is dull at best. He longs to return to the promise of his "winter dreams" rather than the reality with which he now lives.