This Side of Paradise
Fitzgerald takes the title of This Side of Paradise from a poem by Rupert Brooke. Brooke was a famous poet in the early 20th century whose poems about war (especially World War I) gained him a lot of fame around the world.
The phrase "this side of paradise" comes from Brooke's poem "Tiare Tahiti" and refers to the fact that heaven is waiting for us at the end of our lives… meaning that all of our time on earth is spent waiting to cross over into heaven. But the optimism of this phrase is totally undermined when you realize that Brooke's next line is "there's little comfort in the wise."
Or, in other words, Brooke is saying that there is hardly any comfort to be found in the idea of heaven, especially during times when the world looks so awful—like during World War I.