We've all played the Grand Theft Auto games and most would agree that they're super awesome. But.
In Grand Theft Auto, you kind of already know what you're doing. You live in a world not dissimilar to the one in the game. This affords you some idea of the things that can and can't be done.
With Red Dead Redemption it's an entirely different story. Getting the game on the day of release (something I rarely do) made me seriously feel immersed in the world. Things like randomly deciding to shoot a bird out of the air and subsequently unlocking challenges was a welcome upgrade. In GTA you had the hidden packages and pigeons and things but, to me, these things all seemed like extra for the sake of extra. You don't get anything worth a damn for collecting them and there are normally upwards of a hundred scattered throughout the game world. So far, RDD feels nothing like a grind-to-completion type game. They spur me on with obtainable (but challenging) goals with the promise of worthwhile rewards.
Red Dead Redemption is a very real world and I happily immerse myself in it every time I play.