There is a hierarchy to three realms of understanding:

Illusion/Shadow → Nature/Real World → Ideals

Consider the characters of Gatsby as prisoners in the allegory. Who would you expect to find in Plato’s three realms? Are any in the realm of Ideals? What shackles these characters to their realms?

As any other act of academic writing, this should be formatted with an introduction of ideas (with a clear thesis), original analysis supported by evidence, and a conclusion that wraps up your big ideas.