Gatsby has a great difficulty accepting the idea that the past is the past, and that he shouldn't yearn to recapture it. What does this say about him?

This might be one of the most interesting elements to
Gatsby's character.  His experiences with the past is a very compelling aspect of his
personal composition.  On one hand, Gatsby does not acknowledge that the past is
binding.  It is he who says "Of course you can!" in terms of repeating the past.  In
this passage, Gatsby possesses a romantic idealism of human freedom and the capacity to
define oneself.  In the end, this zeal in freedom is something that is distinctive in
his character.  Given this, Gatsby's supposed yearning to recapture the past might be
more of a reflection of his faith in human freedom and in what can be done.  Gatsby does
not possess the belief that human freedom has natural limits.  Rather, he believes that
subjectivity and its absence of constraints is of vital importance in self definition. 
This is something that transcends time, goes beyond aspects that would limit one's
ability to dream and envision.  I think that this speaks to his zealous embrace of
positivism and his pursuit of dreams, something that ends up crushing him in the end of
the narrative.