The majority of the game is a cutscene.
It's a big like a westernised Metal Gear Solid.
I didn't really mind the cutscenes, I enjoy hearing Max's depressing inner monologue, but the game does tend to take control away from you far too often.
Rockstar designed the game intelligently -- Being able to play through the entire game without seeing a single load screen is cool, but i'm up to my second play through now and the cutscenes are annoying... Mostly because if you try to skip them it gives you a "STILL LOADING..." message on to bottom right of the screen.
So then you're left there, pressing the enter button every few seconds hoping that it'll eventually let you skip the cutscene.
I had the same issue with replaying LA Noire -- Except every single cutscene in that entire game cannot be skipped.
[Edited by Bacender, 6/3/2012 12:32:56 AM]