Nick Carraway
Nick returns from WWI "restless" and soon develops the dream of moving East to "learn the bond business." As he leaves his Midwestern home, Nick thinks his move to New York is permanent. Nick has a Ivy League education, and he knows that the country's financial capital is in Manhattan, so he makes a good choice in pursuing a job on Wall Street and commuting in from the less expensive suburbs on Long Island. Despite a hectic summer fraught with lots of social drama, Nick goes to work every day and admits to Gatsby that he doesn't make very much money. Nonetheless, Nick turns down Gatsby's offer of a lucrative yet shady job to continue to pursue his version of the American Dream. Nick seems content to put in the necessary time and honest work to get ahead.
Myrtle Wilson
Myrtle dreams of climbing out of the Valley of Ashes, but she has no personal ambition beyond attaching herself to a man. She admits to Nick and others that she only married George Wilson because she "thought he was a gentleman." By this, Myrtle means wealthy. Myrtle describes her attraction to Tom Buchanan; it is initially based on his "dress suit and patent leather shoes." Though she longs for a marriage to Tom to raise her social standing and standard of living, she only progresses to becoming a kept woman in an overdecorated uptown apartment before her untimely death. Myrtle believes that getting ahead in life is defined only in dollars; in her case, someone else's.
Jay Gatsby
When he was still Jimmy Gatz, Gatsby had vague longings of a better life away from his impoverished farm family, but he was unable to develop a concrete plan to improve his life. His time with Dan Cody showed him what wealth could provide, and his meeting with Daisy Fay deluded him into thinking that she somehow embodied his American Dream. Marrying Daisy is the ultimate measure of Gatsby's success for himself, and he believes that all it will take is enough money to captivate her. Gatsby's underlying belief about success is unfortunately tied to a very unworthy woman with no dreams of her own.
In The Great Gatsby, the characters have different ways of expressing and living out their dream lives. Gatsby, for example, is chiefly concerned with winning back Daisy, his lost love. He believes that the only way to achieve this is to become as rich and successful as possible. In Gatsby's scenarios, he throws lavish parties each week in the hope of drawing her in and convincing her of his merit. While the pair are briefly reconnected, Daisy has no intention of leaving her husband, which suggests that Gatsby's dream is ill-founded. But Gatsby believes that money and success are the only way to "recreate the past" and get ahead.
In contrast, for Myrtle, the dream is to escape Wilson's garage and to live like a wealthy socialite in New York. We see this briefly in Chapter Two when she throws a party for her friends and her demeanor is completely changed. For Myrtle, this dream is only possible through being Tom's mistress, but her death brings her dream to a violent end. Her brief life shows that her dream is founded on her desire to escape the humdrum life she has cultivated with Wilson.
Finally, for Nick, the dream is based on building a successful life in New York as a bondsman. But he quickly realizes that life in the city is superficial and materialistic. After Gatsby's death, Nick decides to leave New York because he realizes, through Gatsby's experiences, that dreams often come with a hefty price. This demonstrates that Nick is the most realistic and down-to-earth of all the characters, and it is for this reason that he becomes disillusioned with the idea of the American Dream and of getting ahead more generally. At the end of the novel, therefore, he decides to leave New York and return to his hometown.
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