A former soldier marked by war. He comes to America because his cousin Roman promised him a life he does not have, while also searching for the man who betrayed his unit.
Niko is the exception in the series. He wants neither to build an empire nor become rich; he wants to find one person and then try to live normally. He achieves neither.
The game repeatedly asks the player to decide whether supporting characters live or die. Most choices have no right answer, deliberately.
What you gain and lose in each case
The man who betrayed Niko's unit. The whole game leads towards this meeting.
Niko later says he feels empty. Revenge resolves nothing.
Niko feels better. He realises that killing Darko would have changed nothing.
This is an exceptionally well-written choice. The game builds an expectation of satisfaction, then presents a decision in which that satisfaction is absent.
Two men from Bohan who cannot stand one another. Niko must kill one of them.
Kill Dwayne: you receive Playboy's flat in Algonquin.
Kill Playboy: you receive his flat, and Dwayne continues calling as a friend.
In gameplay terms, killing Playboy is better: you receive the flat either way and also gain a friend who sends help. In story terms, it is a choice between the new and old worlds.
A corrupt police officer or his alcoholic brother. Each pays for the other's death.
Kill Derrick: Francis removes your wanted stars.
Kill Francis: Derrick remains a friend, but provides no special benefit.
Removing a wanted level is a tangible advantage. Players choosing convenience kill Derrick; in story terms, killing a brother from a family Niko has worked with throughout is difficult.
At the end, Niko chooses between Deal and Revenge. Someone close to him dies in either case, and the money is identical.