Niko Bellic is the protagonist of GTA IV, and is perhaps one of the best characters ever in a GTA game. He is a former soldier from Yugoslavia who comes to Liberty City upon hearing how "successful" his cousin has been in the city.
Upon arrival, Niko discovers that his cousin, Roman, has been lying about his riches and the life of comfort and excess that he lives in Liberty City. He eventually becomes embroiled in the Liberty City organized crime, best summed up by this quote of his in GTA IV:
"More people want me dead than alive. I'm working for the Mafia. The police and a government agency are both on my case. I kill and steal to scrape together a living so my cousin can fritter it away online and pay off debts...and all the while? People are trying to kill us! What is fun?" ―Niko Bellic
Background of Niko Bellic, the GTA IV protagonist
Niko was born in 1978 and raised in Yugoslavia, and it is implied that his father was an alcohol abusive. He had a brother who died in the Yugoslavian War, and he joined the army while still a teenager.
A lifelong soldier who is hardened by his experiences in war, Niko Bellic is an extremely dangerous character who surprisingly has a great sense of humour.
During the war, Niko witnesses several atrocities that led to him developing a sense of emotional detachment and regret. His unit had been slaughtered by enemy forces, and only him, Darko Brevic and Florian Cravic survived.
He soon discovers that the two men had sold his group out and betrayed them, after which he vows to kill them and close that chapter of his life and move on.
Niko spends nearly a decade working in the Eastern European criminal underworld, and is also incarcerated. He eventually finds his way to Liberty City and quickly gets into a lot of trouble, and becomes part of the violent Liberty City underworld in the events of GTA IV.