Nick and his sister, Margo (better known as Go), are definitely the Luke Skywalker and Princess Leia of Gone Girl, a twintastic team working together to navigate the dangerous universe under Darth Amy's control.
Go knows Nick better than anyone else because, according to him, she's the only person who's ever seen who he really is. "Go is truly the one person in the entire world I am totally myself with," Nick explains. "I don't feel the need to explain my actions to her. I don't clarify, I don't doubt, I don't worry. I don't tell her everything, not anymore, but I tell her more than anyone else by far" (3.4). In other words, Go is Nick's go-to gal (pun totally intended).
It's easy to understand why anyone would be comfortable with Go. She makes hilarious dirty jokes and enjoys tossing them at Nick "like a grenade" (3.53); she tells "outrageously mundane, endless stories" (17.170) for kicks and giggles; she wears boxer shorts and a Butthole Surfers t-shirt to bed (49.4); and she's co-owner of a bar called The Bar. Seriously—who wouldn't want to be this woman's twin? She's the only character in this book without any sort of pretense. What you see is what you get with Go, and it's awesome.
Despite the growing suspicion toward her brother, Go remains faithful to Nick throughout the investigation. Nonetheless, the perfect, unwavering trust they've shared probably since the womb is a casualty of Amy's behavior. The momentary doubt Go feels about Nick's innocence leaves a single scar on their relationship. Nick says:
We were growing sick of each other, something I never thought could happen […] Those ten seconds just a week ago when I'd opened the door of the woodshed, expecting Go to read my mind as always, and what Go had read was that I'd killed my wife: I couldn't get over that. (49.32)
Nick isn't the only one who feels let down, though, and we get a clear sense at the end of the book that, momentary doubt of his innocence aside, Go will never feel the same about her brother. When Nick tells her about Amy's pregnancy—the real one—she explodes at him with a profanity-laden explanation of how staying with Amy and having a family will be his undoing. "'This breaks my heart,'" she says once she calms down a little. "'Things weren't supposed to turn out this way'" (63.36). And when she says this, of course, we believe her.