What Tieno said, really.
This is a pretty down to earth character, he has a past but he doesn't seem chained to it every second he speaks. Which means that he gets to have some mistery about him, but at the same time it's not played up until you are sick of it. At the beginning you will have a couple of missions with this other woman, when you learn a couple of stuff about the game, and it's really surprising to see how casual, normal, and nice John Marston is.
It's a pretty big departure from other games.