Shallow characters in Gatsby would potentially include the following:
Daisy Buchanan: She's concerned with money, constantly identified with money, and too shallow to come to Gatsby's funeral, even though Gatsby put his life on the line to protect her. She, along with Tom, retreats into "vast carelessness," leaving other people to clean up the mess.
Tom Buchanan: He believes the racist drivel he reads, such as the Goddard's Rise of the Colored Empires, which Daisy makes fun of, and he judges people as to whether they are "Nordic." He also doesn't seem to have the depth to realize how much he hurts Daisy with his affairs. Nick dismisses Tom, saying he reached such a "limited excellence" at 21 that everything afterward savored "of anticlimax."
Myrtle Wilson: She surrounds herself with gossip magazines, a lap dog and an overfurnished apartment at Tom's expense--and she's willing to exchange sex with Tom, despite his brutality, for the stuff he gives her.
All the people who come to Gatsby's parties and drink his champagne but who can't be bothered to attend his funeral.
Jordan Baker: Possibly. She cheats at golf, and outside of golf seems to lead a largely aimless existence.
Nick Carraway: Possibly. He likes to be seen on the arm of a golf celebrity like Jordan, dislikes his girlfriend back home for the sweat that forms on her upper lip after tennis and doesn't have the self-awareness to realize he isn't as honest as would like to believe, but he rises to a lyrical intensity when it comes to appreciating Gatsby.