It is worthy of note that F. Scott Fitzgerald's The Great Gatsby is a narrative with overtones of autobiography, and one of these is the pilgrimage to the East, that area of social distinction, glamour, and materialism.
In Chapter One, Nick narrates that he attended college in New Haven (Yale University), graduating in 1915; then he "participated" in World War I. Upon his return from the war, he felt differently about his home state:
Instead of being the warm center of the world the middle-west now seemed like the ragged edge of the universe--so I decided to go east and learn the bond business. Everybody I knew was in the bond business....
After the excitement of the Ivy League college and the Great War, Nick finds the Midwest too distant, too removed from his new perceptions and experiences. So, he decides to return to a faster world because he "enjoyed the counter-raid [of the Great War] so thoroughly that I came back restless."
Nick returns to his new world, the world of recklessness and greed, both of which he experienced in New Haven, Conneticut, and in the Great War. Certainly, too, the business world is much closer to a war than is farming in the Midwest.