As soon as you begin to play Grand Theft Auto IV, you will automatically begin with The Cousins Bellic mission. The cutscene begins with a display of Niko Bellic's arrival to Liberty City in the United States. Niko has immigrated at the insistance of his cousin Roman, who also immigrated from Eastern Europe. Roman's talk of wealth, women and the American Dream convinced Niko that he could also live the American Dream. When Niko arrives, he soon learns that Roman lied to him: He is not living the American Dream. Roman runs a small taxi company and is on the bad side of several criminal organizations.

• Watch the introductory cutscene in which Niko arrives in Liberty City on a ship, and departs from the ship to wait for his cousin.
• Niko's cousin Roman Bellic finally arrives in his taxi. Since Roman is drunk, you will have to take control of the wheel.
• Once you are behind the wheel of the car, you need to head to Roman's "mansion." The car controls are explained in-game as you drive.
• Follow the yellow marker on the radar in the bottom left corner to Roman's home. 
• The radar is an in-game GPS that takes you to the various locations. If you stray off course, the GPS updates. The default route that displays on the GPS is the fastest legal route. As you gain experience, illegal shortcuts down one-way streets may be quicker.
• You arrive at Roman's mansion, which is actually a small apartment in Hove Beach. 
• Watch the cutscene as he gives you the grand tour.
• Niko and Roman argue until Roman remembers he needs to take the taxi back to the depot.
• On his way out the door, he receives a nasty call from a character named Vlad.
• After Roman leaves, you will receive instructions for saving the game, i.e., going to sleep on the bed. Sleeping on the bed advances in-game time by six hours.
• Once you have finished sleeping, explore the room, watch television, and continue downstairs and outside.
• After you venture outside, you will learn to store vehicles. Vehicles can be saved for future use by parking them in the alloted space in front of the house. All of the in-game safe houses handle parking the same way.
• Also, if you run directly forward from the building's entrance to the building across the way, there is a baseball bat you can pick up.
  
• Learn about purchasing food (such as a $5 hot dog) from hot dog vendors to increase your health. 
• Once you learn this, mission one is complete and the next mission, It's Your Call, is unlocked.