In Fitzgerald's The Great Gatsby, what does Daisy mean when she says "I'm p-paralyzed with happiness"?

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In Chapter One of F. Scott Fitzgerald's classic The Great Gatsby, the novel's narrator, Nick Carraway, has traveled to East Egg, the "old money" section of New York's Long Island. He has come to pay a visit to his cousin -- or, more accurately, his "second cousin, once removed" -- at her and her husband, Tom's, palatial estate. This is Nick's first visit to the home of Tom and Daisy Buchanan, and he finds himself immediately immersed in an environment to which he is unaccustomed. He is shown into a room apparently designed for leisure. Upon entering, the young narrator observes two women, and provides the following observation:

The younger of the two was a stranger to me. She was extended full length at her end of the divan, completely motionless, and with her chin raised a little, as if she were balancing something on it which was quite likely to fall. If she saw me out of the corner of her eyes she gave no hint of it — indeed, I was almost surprised into murmuring an apology for having disturbed her by coming in.

The other girl, Daisy, made an attempt to rise — she leaned slightly forward with a conscientious expression — then she laughed, an absurd, charming little laugh, and I laughed too and came forward into the room.

"I’m p-paralyzed with happiness." She laughed again, as if she said something very witty, and held my hand for a moment, looking up into my face, promising that there was no one in the world she so much wanted to see. That was a way she had.

The "real meaning" behind Daisy's comment can be surmised by what we very quickly learn about the Buchanans and Jordan Baker. They live emotionally empty lives, their main burden being the pursuit of ways to be entertained. Tom, it will be learned, is cheating on Daisy, and the latter will, we will also learn, cheat on Tom with the novel's titular figure, Jay Gatsby, her lover from a previous period in her life. There is no shortage of intrigue among these characters, but relationships are vacuous and devoid of any real meaning. 

Daisy's comment can be taken two ways. First, the visit by a distant cousin into the Buchanan household can be seen as a welcome respite from the boredom of their daily existence. Something new is happening, and Daisy welcomes the development. A more likely meaning, however, lies in the very protracted state of ennui in which the Buchanans reside. Both Tom and Daisy, as well as Jordan, are cynical human beings, and none of them present themselves, in Fitzgerald's telling, as particularly intellectually or emotionally deep. That cynicism, in particular, provides a clue as to the true meaning of Daisy's comment. In all likelihood, and despite her genuine appreciation for the introduction into her life of a new figure, Daisy is sarcastically belittling the moment, suggesting that Nick's arrival is a welcome, but hardly celebratory, intrusion. While she may be employing sarcasm, she is glad for Nick's visit, and her remark may be a deliberate attempt at emphasizing exactly how welcome his visit to the Buchanan home is. Remember the image: the two women lounging uneventfully in the bright, cheery room. This is their life, and any variation in the routine is welcome. We cannot, therefore, discount the possibility that Daisy is happy for Nick's visit, and that she may be exaggerating, but not by much.

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I think this line emphasizes Daisy's constant need to appear happy. She may truly be this happy to see Nick, but her tone suggests boredom. She needs to appear happy, but readers soon find out that she is not. This statement, juxtaposed with the hot, lazy day, show how much she tries to appear happy but ultimately fails.

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There certainly seems to be a degree of choice involved in Daisy's professed happiness. This choice may relate to your idea that she is ignoring some circumstances of her life and marriage. The choice may also relate to a sense, on her part, that she is close to achieving some of her aspirations. 

Then again, we might take her tone as being sarcastic. 

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