In chapter 5 of The Great Gatsby, when Gatsby reunited with Daisy, he (Gatsby) followed Nick into the kitchen:
“Where are you going?” demanded Gatsby in immediate alarm.
“I’ll be back.”
“I’ve got to speak to you about something before you go.”
He followed me wildly into the kitchen, closed the door, and whispered: “Oh, God!” in a miserable way.
“What’s the matter?”
“This is a terrible mistake,” he said, shaking his head from side to side, “a terrible, terrible mistake.”
Why did he say this?
Jay Gatsby idolizes Daisy to an absurd level and yet he is unable to confess his feelings to her. He has set up an elaborate party for her, trying to make everything perfect, but now, when she's here, he can't bring himself to confess his feelings for fear of rejection. Thus, the entire party was a mistake, either an expensive expenditure on something that will not happen (since he can't bring himself to confess to her) or crushing failure (since he is convinced that she is too perfect to agree to be with him).
