Pride in Death of a Salesman functions as a means of self-deception and as a coping mechanism. The Lomans, and particularly Willy, are extremely proud even though the basis for their pride is not at all founded in reality. Willy celebrates his own "astounding success" in business and the accomplishments of his sons while the Lomans struggle financially. He is too proud to accept a job from Charley, a man who he considers to be his inferior, yet accepts loans that he's unable to repay. Throughout the play, we're shown that Willy and his family are incredibly proud people with nothing real to be proud of.
Willy’s false pride in Death of a Salesman results from his need to bridge the gap between reality and his expectations.