The GOG install is missing some game data in its files (about 400MB worth) that requires the critical rebuild patch to restore; not doing this leaves you with some texture and crashing issues as the game tries to load resources that are not there.

You can find several links to the patch floating around this forum or a google search for "nwn 1.69 rebuild patch" should point you in the right direction. Aside from this issue I have found the GOG version to be a perfectly capable replacement for my CDs, though if your main reason for getting it is to play the game without the CD, a recent patch provided that functionality with the retail version.