Oh thank goodness SOMEBODY has finally mentioned the story of GTA4. I honestly don't get why people were going around, giving it 10/10s, and saying the story was comparable to The Godfather when it just wasn't.
Sandbox games are probably the hardest games to write a story for because pacing goes completely out the window and it goes at the player's discretion. You need to keep the player's attention, so you give them a bunch of sidequests to do, but sometimes these sidequests don't fit with the whole story.
I'm pretty sure that Nico Belic was bipolar or schizophrenic or something. In one mission I had to keep a sniper watch over a "business meeting" with some mobsters and Nico eagerly accepted it and smiled, going "Alright, I'll do it." After that, I went around, did some stuff, went crazy with the police, and decided to go to another mission. I went to one of Nico's gay friends who wanted to take him on a relaxing boat ride, saying "It'll be fun!" to which Nico responded furiously with, "Fun? I'm trying to keep a low profile with mobsters and criminals going after me! I don't have time for your games!" and then he begrudgingly accepted, and somehow they ended up shooting some mobsters in the water.
Do you see the problem here? It's a huge inconsistency, and I can't really blame Rockstar for this (though I will) because it is pretty hard to keep a sandbox game with any form of consistency, let alone for the story. Red Dead Redemption was much better with this, but it still suffered from inconsistencies with John Marston (seriously, why did he need to go and help a revolution in Mexico? I had forgotten why I had come down there in the first place). Hopefully L.A. Noire will provide a better example of a story in a sandbox with consistent characterization, and consistent gameplay in general.