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Every one suspects himself of at least one of the cardinal virtues, and this is mine: I am one of the few honest people that I have ever known. (3.170)
Well, don't strain anything trying to pat yourself on the back, Nick.
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. The truth was that Jay Gatsby of West Egg, Long Island, sprang from his Platonic conception of himself. He was a son of God – a phrase which, if it means anything, means just that – and he must be about His Father's business, the service of a vast, vulgar, and meretricious beauty. So he invented just the sort of Jay Gatsby that a seventeen-year-old boy would be likely to invent, and to this conception he was faithful to the end. (6.6-7)
"Jay Gatsby" may be a deception in the eyes of the world, but to James Gatz, "Gatsby" is the truth about him. Is it really a lie if you believe it with all your heart?
Well, about six weeks ago, she heard the name Gatsby for the first time in years. It was when I asked you – do you remember? – if you knew Gatsby in West Egg. After you had gone home she came into my room and woke me up, and said: "What Gatsby?" and when I described him – I was half asleep – she said in the strangest voice that it must be the man she used to know. It wasn't until then that I connected this Gatsby with the officer in her white car. (4.145)
This "strangest voice" tips us off that Gatsby is more than some dude Daisy used to flirt with. She had some real feelings for him—and those feelings of the past are about to burst into the present.