I felt the same way about Jane Austen for a long time. It was a parody of manners, for a period I knew nothing about. I finally saw some really great filmed versions and I understood what the author was saying, and now I adore reading her work.
Maybe Gatsby will click for me some day. I reread it every decade or so, just to see if it happened. It hasn't yet.
What about Nick is unpleasant?
I think I'm supposed to identify with the way he gawps at the opulence and the experience of being around the ultra-wealthy. His feelings are mixed, and I think I'm supposed to share that -- on one hand wanting to live that way myself, on the other hand being horrified by how vapid and idle it all is. But I get a lot of the latter and very little of the former, so I get a rather negative view about Nick as well.
I will say, I rather enjoyed “The Chosen and the Beautiful”, a magic-tinted retelling of the story from the point of view of Jordan Baker. I find her a rather interesting character.