Conspicuously, the main character of Jay Gatsby is not introduced into the narrative until Chapter Three. This absence of Gatsby shrouds him in mystery and generates a certain theatricality to the character as rumors are created and bits of history exaggerated. In addition, Fitzgerald fully develops his "stage" with vignettes of the 1920s upon which "the great Gatsby" will appear. It is one of luxury, opulence, and hedonism. In Chapter Four, for instance, girls sing of "The Sheik of Araby," generating an objective correlative for Gatsby later. Further, there is a mythological quality to Gatsby's car with its "labyrinth of windshields that mirrored a dozen suns."
Thus, Gatsby's "grail starts to take place in sordid reality" (eNotes) as Nick describes him in Chapter Six. For, he is but the son of shiftless farmers from North Dakota. When his position as a janitor at St. Olaf's does not provide him an education, the lure of working for Dan Cody takes Gatsby to sea on the man's yacht. After Cody died, Gatsby was supposed to have inherited his money, but Cody's wife secures it. So Gatsby springs from “his Platonic conception of himself” and with ill-gotten money from the likes of Meyer Wolfscheim and fabricates his persona, "delivered suddenly from the womb of his purposeless splendor" to pursue Daisy, his "grail."