Wow, what a thoughtful question! I'll admit that I really had to think about this one! My final assessment is that it's not a "what" that makes the reader interact with the characters of this novel, it's a "who." Namely, it's Nick Carraway that makes us interact with the other characters. He is our narrator (some claim him to be a totally unreliable one, actually), and it's through his eyes that we see everyone in the story.
It is Nick's interaction with Gatsby that continually confuses me. The reason is that Nick is continually conflicted about that particular character in the first place. I'll give you an easy example. There are places in the novel where Nick has a bad feeling about Gatsby, such as when Gatsby is telling his life story to Nick who notices, "his whole statement fell to pieces, and I wondered if there wasn't something a little sinister about him, after all" (65). Yet, Nick's confusion is apparent when one starts citing the positive things Nick says about Gatsby:
"They're a rotten crowd," I shouted across the lawn. "You're worth the whole ... bunch put together."
I've always been glad I said that. It was the only compliment I ever gave him, because I disapproved of him from beginning to end. (154)
This doesn't say much, I suppose, about what Nick thinks about the other characters in the story as well (if Gatsby, a man Nick "disapproved of" is worth the "whole ... bunch put together"). Such continues the air of mystery surrounding that character, clouding our entire vision of Gatsby as well as 1920s New England.
Then comes the true rub of your question, what responsibility do we share with Nick through observation and innovation? Hmmm. I suppose we are required, then, to learn from Gatsby's story. We learn not to repeat his failures. We learn that the American Dream need not be found in glittering mansions, but elsewhere (perhaps in thriving, happy, middle-class, Midwestern families with strong values?). We learn to neglect the recklessness that became the signature action of the 1920s and, perhaps, learn to espouse deeper morals that will guide us safely to a long and happy life full of meaning, ... not a short desperate life full of riches and obsession.