I liked it. Then, I didn't completely hate Season 2, either, so take from that what you will.
I think Nikki/Jessica/Tracy is/are the same person. I'm beginning to suspect that her power is much the same as Sylar and Peter's; a multi-power. Sylar needs to take his powers from other people, Peter needs to have come into contact with someone to use their power. Maybe N/J/T has to encapsulate each new power with a new personality? She needs to be strong, so she is, but she becomes the dead sister who she felt was the "strong one". She's being burned alive, what does she need? Ice powers. So she creates a frigid "ice queen" personality (although I don't see that in the way she plays the character, but it was said often enough that I guess it's supposed to be the case).
Doesn't explain how she could have gotten in with the governor so quickly...but in a world where super-clandestine organizations have access to folks with mind-control...I suppose anything's possible.