The correct answer is: They don't approve of him.
In "The Great Gatsby," Gatsby tells Nick that his family does not approve of him. This highlights a key aspect of Gatsby's character and his desire to create a new identity for himself. Despite his wealth and success, Gatsby is haunted by his past and the disapproval of his family, which adds depth to his character and motivations in the novel. This information helps to understand Gatsby's complex relationships and his yearning for acceptance and belonging.
