Write about what you know about has always been good advice for a writer. Fitzgerald constantly drew on his life experience when he wrote whether or not it was a novel or a short story.
He dropped out of university to join the Army and fight in WWI. He met Zelda Sayer and fell madly in love. He was a middle class not yet published writer and she was a true Southern belle.
Fitzgerald drew on this experiences to tell Gatsby's story. Another part of the writer's life can be found in Nick, who just happened to be from Minnesota, as was Fitzgerald.
Like Gatsby, Fitzgerald lived large. He also desired Zelda aka Daisy. Whereas Gatsby was in love with an unattainable illusion, Fitzgerald married Zelda, but that is another story.
Like any good writer, Fitzgerald used his life and his experiences which are then blended into his imagination. As a writer, Fitzgerald gave Gatsby a life of his own within the world he created.
Economically, Gatsby had a great deal of wealth, whereas Fitzgerald had amassed a great deal of debt in trying to live among the elite.
Socially, Gatsby did get people to come to his parties-but only out of curiosity on the part of attendees. They ate his food, drank his liquor, and gossipped about their host. Fitzgerald attempted to socialize with the wealthy , yet was not a man that made friends easily.
As far as attitude, Gatsby tried to mold himself into someone Daisy could love, and Fitzgerald tried to mold himself into someone people wanted to emulate.
There are several distinct differences. First of all, Gatsby is much more polished than the often socially awkward Fitzgerald. Additionally, at the time of the penning of "Gatsby," FSF had not achieved anything like the monetary success his of his protagonist. Furthermore, FSF was never involved in the crimes that Jay Gatsby had indulged in.
Though there are similarities between FSF and his character Jay Gatsby, especially in the realm of unattainable love, (FSF's real-life unattainable, distant woman was a girl named Ginerva King), Gatsby is what he is: a character, not a mirror of his author.