Dexter has grown up in close proximity to wealth and the access it provides, but he is the son of a small grocery store owner, serving as a caddy for the wealthy men in town. He can witness firsthand what affluence and social superiority offer while not possessing those qualities himself.

Dexter decides that proximity to life's "glittering things" and "glittering people" isn't enough to satisfy his dreams and desires. He wants the glittering things himself, "without knowing why he wanted it." He seems to take more satisfaction from breaking through the "denials and prohibitions" that keep him from the glittering things than actually getting them, however.

This sentence is important because it is part of Dexter's characterization. Though he rather quickly acquires the wealth that he imagines will fulfill him, he finds that it doesn't bring him the happiness and satisfaction he expected. Even Judy Jones, perhaps the most glittering person in his orbit, ultimately is not what he thought she would be.

"He wanted not association with glittering things and glittering people—he wanted the glittering things themselves."

This line from the second section of Fitzgerald's "Winter Dreams" describes what motivates Dexter's ambitions. Dexter works to become wealthy and powerful as a way of owning the "glittering things" which surround him. He is not content to simply be near the wealthy people who have had money for generations; he wants to become one himself. 

Of course, Judy Jones is the symbol of the "glittering people" Dexter wants to have. She is often described as being dressed in golden clothing or having golden skin. She represents the "old wealth" that Dexter Green—his name symbolic of new money—can never own. As the story says, Dexter believes his children will inherit the "glittering" lifestyle since they will be raised in wealth. They will turn his green "new money" into gold "old money."