"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 his conception he was faithful to the end"
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Jay Gatsby was not a "real" person - he was the person he decided to become at a very young age, and he had practiced being that person until there was no difference between the Gatsby everyone saw and the Gatsby who was the one he believed he was. He invented Jay Gatsby and so who he might have become, if he had not had this vision, no longer existed.