Confused Installing GFCI

Hi,
I'm trying to install a GFCI in my bathroom, but I am confused. I have a three outlet box in the wall containing an outlet, and two switches. One for the light, and one for the exhaust fan.
There are four cables coming into the box. One to each switch, and two to the outlet.
My problem is, on the outlet there are two black wires, then a red and a white wire. The red appears to be pigtailed to something else, but I cannot see just what, unless I pull the the outlet entirely out of the box. I don't want to do that until I'm sure what I am going to do.

Does this make sense, and can I install a normal GFCI here? I would really like to have a protected outlet as it is right above the sink.

 

When you say "one to each receptacle", are you referring to each cable running to each device? ie: one to the old receptacle, one to the light switch, one to the fan switch?

 

I think so and, if so, then yes. The two black wires and the red wire should all be connected to the hot - brass terminals - side of the receptacle and the white wire to the neutral - silver terminals - side. One question: Is there more than one receptacle in this bathroom, or are there any loads in any other rooms that go off when you kill the power to this 3-gang box?

Kill the power, pull the receptacle out, and see if it's wired that way. Tell us what you find and the answer to my question and we'll go from there.

 

I think it may be best to find out what the red is pigtailed to.
Perhaps someone used a piece of red wire to add length to a neutral?