Actually, Niko doesn't have to do everything that is asked of him.
On several occasions as you play through his story, you'll be presented with decisions that afford you the option of doing what you think is right rather than blindly following instructions.
Grand Theft Auto IV's story mode can be beaten in less than 30 hours, and there are so many optional activities and side missions to take part in along the way that you can comfortably double that number if you're in no hurry.
The majority of the story missions task you with making deliveries and/or killing people, and play out in much the same way as those in previous games.
They're not always so impressive when they join you on a mission and refuse to do what they're supposed to (for example, not following you on an escort mission, or failing to negotiate a doorway).
Nevertheless, these problems are few and far between, and they're made less painful by the new "replay mission" option that you're presented with whenever you fail.
With that said, most of the missions are a lot easier this time around, partly because Niko is a more agile and efficient killer than any of his predecessors, and partly because the LCPD seemingly has better things to do than hunt down an illegal immigrant who's gunning down undesirables all over the city.
Some of the more imaginative missions sprinkled throughout the story include a kidnapping, a bank heist, and a job interview.
You don't necessarily have to kill a target if he or she promises to disappear, but you have to weigh the risk of your employer finding out against the possibility that the person whose life you spare might prove useful later in the game, or even have work for you in the form of bonus missions.
To say anything more specific on this subject would be to risk spoiling one of GTAIV's most interesting new features, but suffice it to say that every decision you make has consequences, and you'll likely want to play through the game at least twice to see how the alternatives unfold.
A defining moment in the war, for Niko, was when his army unit of fifteen young men from his village were ambushed by the enemy.
Niko barely escaped and most of his friends were killed.
They will eventually email you back in about 1-3 in game days.