Why do people come to Gatsby's parties? What do they represent? What do they search for?

People come to Gatsby's parties to immerse themselves in his artificial world.  His parties are very lavish and full of what his riches can buy.

"In chapter 3, Gatsby’s parties in general, and one in particular, are described in poetic fashion. Motorboats, aquaplanes, cars—these sources of amusement appear in great numbers. Food, in vast quantities and garishly prepared, comes in every Friday; once every two weeks a “corps of caterers” transforms Gatsby’s grounds into an amusement park setting."   

People in this period were recovering from the shock of WWI, a war that took the world by surprise after the tranquil period of the Victorian Era.  People were determined to live life to the fullest after the horrors of both the war and the great Flu pandemic which killed between 20 and 40 million people globally.

The Roaring Twenties was a time of reckless abandon by people who were tired of death and war.