Though it is true that Dexter does not merely want proximity to the "glittering people and the glittering things" but wants to be one of those people and own those things, his standards are derived from those whom he believes are his betters.
While caddying at the club, he fantasizes about beating T.A. Hedrick, one of the members of the Sherry Island Golf Club, in "a marvelous match played a hundred times over the fairways of his imagination" and giving "an exhibition of fancy diving from the spring board of the club raft" before an "admiring crowd." He also envisions himself "stepping from a Pierce-Arrow automobile, like Mr. Mortimer Jones," perhaps the wealthiest inhabitant of Black Bear, Minnesota, and the father of Judy Jones, whom Dexter claims to love. It is arguable that Dexter's love of Judy is at least partly influenced by his desire to fit in among the wealthier members of town. When he visits her home, he imagines "the men who had already loved Judy Jones," men who had gone to "great prep schools." He knows that, as the child of an immigrant, he is "newer and stronger," but "he wishes his children to be like them"—established and at ease in their status.
Dexter's desire to be among particular members of high society does not stop in Black Bear; he decides to forgo a business program at the state university to attend a "more famous university in the East, where he was bothered by his scanty funds." Despite his father's prosperity as a grocer, he could not stop measuring himself against those who had more. This is one of Dexter's pitfalls—his inability to be satisfied with any of his accomplishments because the idea is that one can always have something more or better. He abandons his plans to marry Irene Scheerer, a nice and attractive young woman from a prosperous family, because he believes that Judy Jones is better. This tendency is one of the pitfalls of the American Dream and one that Fitzgerald illustrates more eloquently at the end of The Great Gatsby: a tendency to strive constantly toward something indefinable but always on the horizon.
I would also say that Dexter's dream does not change, and that this is the root of his problem—his inability to evolve or adapt. It devastates him when his associate, Devlin, tells him about Judy's aging and her unhappiness. This is not because he feels particularly bad for her, but because his idea of her and of what he could be with her at his side (prominence and official membership in the upper class) evaporates. In other words, his view does not change, but the world around him does. Therefore, at the end of the story, he realizes that he can never go back to the golf club; he cannot repeat the cycle he established earlier in the story by going back home, resuming his relationship with Judy, and then setting back off into the world as though nothing would change.
When Dexter is a young man, his "winter dreams" about success are not about social climbing. He determines that he is not interested in becoming a member of the club in which he caddied as a boy. In his mind he decides: "he wanted not association with glittering things and glittering people—he wanted the glittering things themselves." Dexter's first iteration of the American dream is materialistic. He wants, literally, to acquire, not just be near, the finer things in life.
By the end of the story, Dexter is utterly disillusioned. He has achieved success in business and acquired all that he had desired. The news of Judy Jones's diminished beauty and desirability is the catalyst that leads him to conclude that all of the markers of achieving the American dream are ultimately meaningless. The superficiality of how Dexter had defined the American dream deflates him and lead him to sadly observe that
Long ago . . . long ago, there was something in me, but now that thing is gone. Now that thing is gone, that thing is gone. I cannot cry. I cannot care. That thing will come back no more.
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