This is a vitally important question to consider. Let us remember that Nick is sharply divided about Gatsby throughout the entire novel. On the one hand, Nick is disgusted by his conspicuous consumption of wealth and the way that he tries to use Nick to get what he wants with Daisy. On the other hand, there is something incredibly attractive about Gatsby and the way that, in spite of his criminal connections and corruption, the purity of his dream and the relentless way that he pursued it is presented as something out of the ordinary and something to be imitated. Consider the final words that Nick says to Gatsby before he is killed:
"They're a rotten crowd," I shouted across the lawn. "You're worth the whole damn bunch put together."
I've always been glad I said that. It was the only compliment I ever gave him, because I disapproved of him from beginning to end.
Note the ambiguous feelings this quote indicates. Although Nick "disapproved of him from beginning to end," at the same time there was something so pure and innocent about Gatsby, his "romantic readiness" and the "extraordinary gift for hope" that makes Nick respect and admire him because of his difference from the superficial individuals around him.