The mission where you rob the Caligula's Palace Casino is the reason behind Salvatore Leone's paranoia regarding his subordinates.
Big Smoke's initials are B.S. Given The Reveal, it makes a lot of sense.
Although it's easy to miss on a first playthrough, you might be wondering why Big Smoke's house is in Balla territory...
Or for that matter, why C.R.A.S.H. keep "bothering" him...
On the same note, in that same cutscene note from Running Dog, the C.R.A.S.H. theme plays through the whole scene, even after Tenpenny and Pulaski leave. While this may be unintentional, it's still a Musical Spoiler, given what cahoots Smoke is really up to.
And then, in that same mission: "Ahhh, Smoke, you full of shit!"
Or why he doesn't shoot back in the mission "Drive-Thru". At the time, it seems like he's just being the Big Eater, but later on...
In the first mission with the bikes, it seems unfair that the Ballas only seem to follow you, and not the other Grove Street OGs. It‘s logical to think that the game is doing that because you’re the player, but it makes sense in the next cut scene when the group splits up. A Ballas car follows Sweet. Another one “chases” CJ, Big Smoke, and Ryder, but only shoots at CJ. That’s because the latter two are in cahoots with the Ballas.
CJ/the player blows up cars all the time and all of Grove Street knows he's a nutjob behind the wheel, so why are they always making him drive?
Big Smoke and Ryder are eventually revealed as being in cahoots with C.R.A.S.H. and the Ballas. So why, even long after Grove Street falls, are they still wearing their Grove Street green? A Palette Swap of them wearing purple or something couldn't have been that hard.
Because they never left actually the gang, Big Smoke simply took over the gang when CJ was exiled and Sweet incarcerated. Big Smoke and Ryder were still loyal to the Families, but not to the Johnson Family.
A big part of the plot (and why CJ gets mixed up in all of the CRASH business) is that Tenpenny has threatened to frame him for the murder of a police officer should he refuse to do their dirty work. Even discounting Gameplay and Story Segregation, why did it never occur to CJ that after fighting his way through literally hundreds of people without dying or being even arrested, two or three police officers were nothing?
Because later on, Sweet Johnson is arrested by CRASH, and Tenpenny is quick to remind CJ that should he disobey or inconvenience CRASH in any way, Sweet will find himself in a Ballas cellblock. If he ends up there, Sweet will most likely be raped or murdered by the inmates.
That only makes sense AFTER Sweet's arrest. Tenpenny and Pulaski were harassing him literally from the beginning of the game, and it's likely that he's got at least several weapons on him most of the times that he meets the pair. He has no problems committing hits in broad daylight or even robbing a National Guard depot, so the idea that he's too scared to just shoot two crooked cops or risk getting pinned for the murder of a single officer just doesn't jive with what he's seen doing.
It's likely that this officer was well liked, and a possible community figurehead, so his punishment would have been much harsher than the norm, Also, Tenpenny may be covering up CJ's other crimes.
In the mission "Mike Toreno", CJ has to track down Mike, who had recently been kidnapped, based on things he had heard. After hearing a remark about traffic and freight, their first thought was the docks until Mike mentioned hearing the captors gun down heavy security. CJ replies that the Docks didn't have heavy security, but that the airport does. CJ has NOT been in SAN Fierro, the town where the mission takes place, long at all at this point, and you weren't required to go to either of these places for a mission yet. So how does CJ, a newcomer to the city, know that the docks in San Fierro don't have heavy security, or, for that matter, the pre-9/11 airport in San Fierro does?
Early in the game, Ryder has CJ steal weapons, seemingly for the GSF. As we discover that Ryder and Big Smoke, were working with CRASH, it is possible that these weapons were intended for the Ballas or Vagos.
The mission Don Peyote has CJ saving a British band from the desert where they have ended up after a long night out. He'll find Maccer and Kent Paul, but the rest of the band is missing, with Kent Paul saying "we'll just have to pray they made it to civilization." However, the other members are never mentioned again, so what exactly happened to them is anyone's guess.