We have to read a lot of The Great Gatsby by F. Scott Fitzgerald before we hear much about the beginning of the love affair (or at least the relationship) between the young Jay Gatsby and the young Daisy Fay. This is a consistent literary technique that Fitzgerald utilizes in this novel.
We really do not meet Gatsby himself--undeniably the star of the story--until chapter 3, for example. And much of what we learn about him before then is shrouded in misinformed gossip or shadowy tidbits of information. Obviously Fitzgerald clearly wants to delay the full characterization of Gatsby in order for us to see him in a more theatrical and dramatic light. Gatsby essentially creates his own story and it is revealed to us slowly to build tension.
In chapter eight, Gatsby tells Nick about falling in love with the young Daisy.
She was the first “nice” girl he had ever known. In various unrevealed capacities he had come in contact with such people, but always with indiscernible barbed wire between. He found her excitingly desirable.
He was so impressed with her because of her wealth and everything that came with it. Of course he had been around money before, but that was all associated with Dan Cody, and the women who flocked to the money in that scenario could certainly not be called "nice girls."
Gatsby goes on to say that he loved her but was quite aware that he was not in her class in any way.
But he knew that he was in Daisy’s house by a colossal accident. However glorious might be his future as Jay Gatsby, he was at present a penniless young man without a past, and at any moment the invisible cloak of his uniform might slip from his shoulders. So he made the most of his time. He took what he could get, ravenously and unscrupulously — eventually he took Daisy one still October night, took her because he had no real right to touch her hand.
To win her, he admits he had to lie to her--or at least deceive her.
[H]e let her believe that he was a person from much the same stratum as herself — that he was fully able to take care of her.
Nick editorializes Gatsby's narrative, saying he thought maybe Gatsby never intended to fall in love with Daisy and was only trying to get what he could from this rich girl; however, his plan surely backfired. Daisy became the "holy grail" to Gatsby, and he has dedicated the rest of his life to finding and having her.
No one was more surprised than Gatsby to discover that Daisy loved him, too. She loved him because she thought he was brilliant when in fact he just knew different things than she did. Together, they had a burning love which was sparked by all the wrong kinds of things.
Once we hear the beginning of their story, some things in the present make more sense. We now know, for example, why Gatsby works so hard (and is willing to work so illegally) to try to become the man he told her he was and who she shallowly expected him to be.
So, Gatsby unexpectedly fell in love with Daisy because she represented everything he wanted in life--quality, class, and money. She is not all he thought she was, but that is something we know and Gatsby does not.
Of course we understand now that Daisy may have come from a rich family and socialized with the rich and elite, but she is not really a nice girl, as demonstrated by her actions later in the novel.
For more expert analysis and insight on this classic novel, check out the excellent eNotes sites linked below.