Daisy Buchanan is Nick Carraway's cousin. She's also the woman that Gatsby loves. She fell in love with Gatsby when he was training to be an officer in Louiseville, but she ended up marrying Tom Buchanan, a wealthy and powerful man. They live in the East Egg of Long Island but they end up having problems with their marriage.
Jordan Baker is Daisy's friend. Nick becomes romantically involved with her later on in the book. She's famous and a competitive golfer. She's a beautiful young and dishonest woman and an example of "new money" during the 1920s. She cheated to win her first golf tournament.
Myrtle Wilson is Tom's lover, even though she already has a husband, George Wilson. George owns a garage in the valley of ashes and they don't have much, so she desperately looks for a resolution, and chooses Tom even though he only treats her as an object to be owned.
(information from The Great Gatsby by F. Scott Fitzgerald)