You fucked up big time.' But you could still keep playing. If you killed someone vital to the main quest, the game just gave you a message saying 'Bro, you fucked up.
The Illusion of absolute freedom is a powerful thing.My mother always said: 'If you wan't space, move to Utah!' (To quote a movie, I know not the name of)The same can apply to video games: 'You want freedom, play Just Cause 2.' I'm not sure how that's constructive or how that even fits with the first statement but there you go.Pff.
Related functions: To check whether an NPC is essential to begin with, select him/her in the console. According to this wiki of Skyrim console commands, you can select the NPC in question (generally using your cursor) and enter the command IsEssential which will return 1.00 if they are, in fact, essential.