Signs are a form of Easter egg in the Grand Theft Auto series. They take the form of messages that were deliberately placed by game developers for the players to find, and they are usually ironic or humorous. They have always been hidden in secret and hard to get to places. There is always, at least, one sign in each game that sometimes leads to other Easter eggs.
There is a large sign on a wall in an alleyway in Bedford Point that says You werent supposed to be able to get here you know. The alleyway is normally inaccessible to the player, unless they find a way to jump over the wall, or if they use the Dodo airplane.
There is a billboard in the city that says See you in Miami!, which was a possible clue to the setting of the next game in the series, GTA Vice City (Vice City is based on Miami.)
There are large billboards around Shoreside Vale advertising for a film called Badfellas around The Liberty City. Badfellas is a reference to the real-life 1990 crime film Goodfellas.