Dexter's ambition, which is one of his main character traits, is the result of his lower social status. (You know you're reading Fitzgerald when a middle class kid is the lower social status.) He tells Judy, "I'm nobody […] My career is largely a matter of futures" (3.16). In other words, Dexter is in the middle of making himself into something new: a Wall Street business tycoon. But for much of the story, he's not quite there yet. He's in the process of transforming himself into a different kind of person.
Similarly, the characters who have great social status – Judy and Mortimer Jones, for example – behave differently as a result. One reason why Judy is so restless in her relationships with men is that she has already reached the top of the social world. She has nowhere to go, while Dexter does. Mortimer Jones' selfishness and self-absorption at the beginning of "Winter Dreams" is also a sign of his high social status: he can afford to take excellent caddies like Dexter for granted.
While Fitzgerald sometimes implies things rather than coming out and saying them, but we definitely don't have a shortage of direct characterization either. For example, we know that Judy Jones is going to be trouble from the first minute Dexter sees her, because the narrator says she is "destined after a few years to be inexpressibly lovely and bring no end of misery to a great number of men" (2.11). It doesn't get much more straightforward than that: she's a heartbreaker. Similarly, Irene is "sturdily popular" (4.18) and Dexter is "hard-minded" (5.2). These are all examples of the narrator telling us directly about different character traits.
Judy's main character trait – and the reason that she becomes a symbol for Dexter's romantic ideals – is her great physical beauty. Basically, she's drop dead gorgeous. No one else in the novel gets the kind of extended descriptions of face and figure that Judy gets. But it's because we spend so much time looking at Judy's beauty that we never seem to get a sense of what she is like on the inside. In a way, Judy's appearance gets in the way of any deeper characterization the story might give her.