IIRC, doesn't Morrowind give the player a kind of pop-up message whenever an essential NPC is killed?
Edit:
Found it:
I'd say if you managed to ruin yuor game after such a warning, there is no one to blame but yourself.
The time I ruined by main quest by killing sharn, I had already done her llevule adrano quest, so I just disregarded the pop-up message.
But then, Cauis was mad at me and refused to give me anymore orders.
He was like, "I don't care about the emperor or some prophecy anymore." That's why I laughed. Good stuff.
But anyway, yeah, it was my own fault. I have no right to murder the whole mages guild. So, to yell at Bethesda because I'm a murderous sicko would just be silly.
But anyway, if you really want to avoid that kind of thing, just play redguard (which only had one quest line to begin with), until Bethesda comes out with a new TES action/ adventure game. And, in the meantime, I'd really like to see a return to every NPCs being killable in TES RPGs.
It's a really cool feature that's unique to TES and adds layers of substance to the game experience. And it's only a problem if you happen to break the main quest and get yourself expelled permanently from EVERY guild (which would make you some sort of reject). Otherwise, there's always some way to entertain yourself, even when one or two questlines become unfinishable.
While I'm at it, here's a real life anology to help further emphasize the coolness of killable essential NPCs:
Real life (Morrowind style): I kill my professor and get expelled from school and sent to jail
Real life (Oblivion style): I kill my professor and he gets right back up and says to me, "I saw a mudcrab the other day, nasty little creatures."