Because Jay Gatsby pursues his grail until his death, he is a hopeless romantic. Certainly, Daisy, with her "deathless voice," is unworthy of Gatsby--the "great Gatsby"-- who transcends the imagination of the reader and becomes almost an archetype, as what one critic terms "the platonic conception of himself." So, although flawed, Gatsby appeals to readers because his power of dreaming does, indeed, make him great. With the conviction of a god, he feels that because he believes, his American Dream of wealth and love can be realized.
Jay Gatsby exhibits extraordinary hope and mythical characteristics; he becomes a hyperbole of the self-made man who possesses an innocent heart. Unfortunately, he confuses the aesthetic with economic values and he loses everything in his illusions. Nick evaluates Gatsby,
He had come a long way to this blue [illusionary] lawn and his dream must have seemed so close that he could hardly fail to grasp it. He did not know that it was already behind him....Gatsby believed in the green light, the orgastic future that year by year recedes before us.
My first impression of Jay Gatsby is that he is pursuing the American dream to the fullest. He wants to have all the money he can and be as "successful" as possible. However, he is completely missing out on the important thing--relationships. He doesn't have any truly successful relationships and clearly feels that loss. The loss creates a darkness in him--he has a wounded soul, so to speak. His heart is shattered and he's not sure how to deal with that because he sees success as the ultimate happiness.