Mr. Juandrful over at Kezins.com has pieced together a backstory on Niko Bellic, in a VH1 "Behind the Music" kind of biography. Counterintuitively, I should put up a spoiler alert here, because although it's all about stuff prior to his arrival in Liberty City, naturally it draws on dialogue and events in the game, which you may not have played yet. Mr. Juandrful also says some of this was built on "inside info" about Niko's past, given to him by Rockstar.
Anyway, spoiler warning, don't click the link if you want to get Niko's backstory through the game for yourself. Otherwise, if you want a quick read that humanises the character, go for it.
Behind the Game: Niko Bellic Before GTA IV [kezins.com]