Probably not then, you could probably check the Wiki and see if he is listed as being vital to the main quest. The guards would probably have done something if he was so important though.
I've not killed yet, but I like to go upstairs of merchants houses and steal stuff out of their cabinets and chests. I don't have any trouble if I just walk in and go right up the stairs ... but if I deal with them first, some of them will come up to the top of the stairs and say "Yes?" ... so I can't proceed to steal right in front of them. At least, I haven't tried it yet, think I'll make a save first and then give that a try.