Fitzgerald uses his characters to paint a pristine image of life as a wealthy New-Yorker during the Roaring 20s. The values are very materialistic. The goals are to climb the social ladder, or if you can't, to latch onto someone who will. Fitzgerald almost ridicules this at times. He creates the image of Daisy weeping over the beauty of Gatsby's shirts, for example, in Chapter 5: “They’re such beautiful shirts,” she sobbed.… “It makes me sad because I’ve never seen such—such beautiful shirts before.”
His society values beauty and uses it as a mask to hide the grotesque corruption that lies beneath. Tom Buchanan and Daisy are in love with their perfect lives, even though Daisy knows that Tom cheats on her. Daisy knows she is exquisite, yet recognizes that she is a fool and expects her young daughter to be one, too: "I hope she grows up to be a pretty little fool. That's about the best a girl can hope for these days, to be a pretty little fool."
It is society, ultimately, that kills Jay Gatsby. He realizes at a young age what society values (money, reputation) and devotes his life to creating the perfect image of wealth and prestige. It will never be good enough though. He dies trying to be what he is not, and trying to protect a woman who would never do the same for him.