Here's the proper way to format book titles in an essay:
* Italicize the book title: *The Great Gatsby*
* Use quotation marks for shorter works like short stories, articles, or poems: "The Raven"
* Capitalize all major words in the title.
For example:
> In F. Scott Fitzgerald's *The Great Gatsby*, the protagonist Jay Gatsby is consumed by his desire for Daisy Buchanan.
Let me know if you have any other questions about formatting!