The character is always different, in every game. I don't know who they were in 1 and 2. In GTA 3 there was Claude Speed (he makes an appearence in Gta San Andreas), in Vice City there was a guy named Tommy or something, I forgot honestly. In San Andreas there is Carl Johnson, in GTA IV there is Niko Bellic, and in Episodes from Liberty City there are two new characters, Luis and Johnny. In GTA V there are 3 completely new characters: Trevor, Michael and Franklin.
In every GTA game, there are new characters. Also, there are a few GTA games which I didn't mention, because these were console exclusives, so I never played them.