Canon refers to the "official" parts of a story. Here, it refers to facts (events, characters, locations etc) that are considered to "officially" appear in the GTA universe.
The games within an Era are considered to share one general storyline and universe. For example, the games within the GTA III Era all share canon, with interconnecting storylines. Whilst there are overlaps between eras (eg Liberty City in GTA III and in GTA IV), these are taken to be influences rather than the same thing.
Whilst canon is easy to define in books and films, computer games are more tricky, as the exact sequence of events is different every time it is played. For example, there may be a choice of which mission to proceed to next, or different people may be killed in a shootout. Some missions may fail if a vital character is killed, allowing it to be replayed until they survive; whilst others will allow the character to completely die and not appear in later missions.
Grand Theft Auto IV introduced choices that the player can make, which significantly alter the storyline, such as whether to kill a character or let them survive. This is all treated as canon, but with multiple options available.
Unofficial modifications are not canon - this could include adding in characters/vehicles that don't exist in the GTA universe (at that time), missions that never occurred, or granting access at different stages of the game. Some fans write missions and stories that are not canon, and these are referred to as Fan Fiction.