No plot.
You need more planning before you begin to draw anything.
1) You cannot steal a car. How come this is "Grand Theft Auto" then?
2) it's hard to read the text. Please use something like Arial for talk text.
3) The story makes no sense. Maybe it's because I didn't read the text that's too hard to read :P.
4) How come I can walk over buildings (I know you mentioned it in the comments though)
5) How come there are almost no cars running around so I can steal one instead of hiking for huge distances?
6) Sound needs more work. The cell phone ringing sound can just be a MIDI.
7) There is no way to complete the mission where I have to drive a girl somewhere within 30 seconds.
I liked your sarcastic comments about how there's no collision system ;)
I also liked that someone actually attempted to make a flash version of GTA.