Gatsby is the only character in the novel with an articulated and specified goal that drives him. He hopes to use his wealth to lure Daisy away from Tom and, in this way, to fulfill a destiny that he has identified for himself.
He achieved more than his parents had and felt he was pursuing a perfect dream, Daisy, who for him embodied the elements of success.
For the other characters, due to a lack of direct statement or to the obscurity or duplicity of their personalities, we have to interpret their desires.
Daisy seems to be looking for true love. She cries when she looks at Gatsby's "beautiful shirts", perhaps because she realizes that she did not have to compromise. She did not have to marry Tom, but could have been successful and had true love in her marriage if she had waited for Gatsby.
Jordan Baker, an athlete and a cheater, seems to be looking for achievement, but also is driven to gain a privileged distance from the social events that consume those around her. She stands in the spotlight of athletic popularity, but at every opportunity Jordan distances herself from the dramas of her social circle.
Nick communicates the hopes that he brought east with him at the opening of the novel, saying that he had wanted to become somewhat of an intellectual; a sophisticate. In this, he fails and fails utterly, but he discovers a new desire as he relates (in telling and in identifying with) Gatsby's story.
Gatsby teaches Nick that who you are, as a person, is defined ultimately by the values you hold, not the money in your bank account or the way that money was made. Beyond values, a person's quality can be described by the dreams he holds to.
Gatsby's greatness lies in his capacity for illusion.
Though Nick enters the world of Gatsby and Daisy with a sense that honesty is the epitome of virtue, he learns that "truth of self" and honesty are not always one and the same.