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James Gatz – that was really, or at least legally, his name. He had changed it at the age of seventeen and at the specific moment that witnessed the beginning of his career – when he saw Dan Cody's yacht drop anchor over the most insidious flat on Lake Superior. (4.6)
There's being dissatisfied with your clothes or your haircut, and then there's being dissatisfied with your entire existence. James Gatz is dissatisfied with his whole being, and we're pretty sure this isn't going to end well.
I suppose he'd had the name ready for a long time, even then. His parents were shiftless and unsuccessful farm people – his imagination had never really accepted them as his parents at all. (4.7)
James Gatz isn't just embarrassed of his parents like a normal teen; he seems to have fantasies of having different parents entirely. Like secretly being a prince—or belonging to a family that owns polo horses?
He talked a lot about the past, and I gathered that he wanted to recover something, some idea of himself perhaps, that had gone into loving Daisy. His life had been confused and disordered since then, but if he could return to a certain starting place and go over it all slowly, he could find out what that thing was… (6.132)
Gatsby can't deal with what his life's become, but instead of wanting to change it going forward, he wants to head back to the past. Hint: it doesn't work like that.