I've been purposely vague with what happened to Niko's sister, since I was hoping someone might be interested in creating her.
The idea is that she was the driving force behind his rising to fame. She noticed his singing talent, encouraged it, was aggressive about finding him work, and pestered him to practice until he finally took off on his own.
Then when he's enjoying his first flush of real fame, she disappears. Niko's fairly certain she isn't dead, cause she was one tough little girl, and he means to look for her, but he never gets around to it.
So, I was hoping he might be reunited with his sister and find out what happened to her. Whether she got left behind, or if she decided to go her own way, or something else.