So is Niko Bellic a Serbian Christian or a Serbian Muslim?
Neither, Niko Bellic is a Rorschach test.
Niko = Nikolaus, a Orthodox Christian name. Serbs as a people (not as citizens of course) are by definition Orthodox Christians. The GTA character is supposed to be a criminal like they come from all ethnic varieties from the Balkans.
Serbs are Christians, Orthodox Christians. Same ethnic stock, and Latin Christian is called Croat, same ethnic stock and Muslim is called Bosniac.
I hope that helps.
Oh, and names derivative from Nicholas tend to be Christian.
I couldn’t help but infer from your question that...
1. you don’t know much about the stuff that happened in the Balkans during the 1990s.
and
2. you’ve probably judged the news, political events, and people based off that lack of knowledge.
And the answer is that there really aren’t any Serbian Muslims. Muslims in that area tend to be either Bosnian or Albanian in ethnicity. And some of the Albanians decided that it’d be a great idea to move into Kosovo, and after a few decades, demand secession from Serbia.