For odins sake YES. I tend to do the main quest first then move onto side quests/guild quests etc. I hated how in Fallout 3 If I wanted to see the whole game I had to make sure I completed all the side quests before finishing the main quest, just hated it.
But at the same time, if you want to say no shouldn't you have that option?
TES for me has always been about making a character, and entering into a world where you can make your own choices. You could make your own story. I just feel that if one thinks that a good end for their character would be dying, then they should have that option.
You've been a theif your hold life. You're in jail, again... but this time you killed someone. More than just someone, a group of people. Families. The thought dawns on you that your not very good at being a thief, and dying at the gallows would be a fitting end for someone who killed. Suddenly, a dragon's roar rocks the ground. You hit the deck, and the next second a giant hole is blasted through the wall you were just leaning against. You peek out after a second, finding two dragons distroying the town you were currently being held in. Not even taking a second thought about it, you bolt from the jail. Free once again. Or not. A dragon lands right in front of you, opening its mouth. You stair blankly at it. Its a dragon, what the hell are you suppost to do. But then, it talks. Just before it attacks, you could have sworn it said something. What was it, fire? Burn? But before you can think about it much, a man jumps infront of you with a shield. The flames erupt from the dragon, but the man holds his ground. When the flames end, he grabs your arm, pulling you up and starts to lead you away. The dragon's hot on your heals. Finally though somehow, you duck into a small cave into a hill a dragon can not fit in.
Later, the man that says he had been tracking you for some time. You figure its because of the people you killed, the guilt still in your mind. He says no, and reveals what your really are. A dragonborn. You scoff at the idea, but then you remember hearing the dragon say something before it attack. It wasn't in normal tonge, but you could still understand it.
As time goes on, you try to help people you find in any way. An atempt to feel better about what you did. Nothing really fills the void, even though the people seemed to forget. You simply cant forget, you didn't mean for it to happen. But they caught you stealing, and you pannicted. Another sentence for thevery and it would have been certon death. You killed the man who saw you, but his family soon apears with you standing over them in his blood. It is inescapable. It haunts you when youre awake, when youre asleep.
But then the time comes to fight the boss dragon. The one that wishes to eat the world. Because of your adventures, you've learned that you truely are dragonborn, it it is by Talos' honor that you fight to protect. It isn't easy, but you push the beast into a corner. You have the advantage. But suddenly things go wrong. The dragon speaks a word, a word that chills you to the bone. It is an ability which you have also learned to a degree, but he plans to use it to take the world complety all at once. You shoot forward, knowing there isnt' time. You speak the word consume in dragon tonge. Aldiun realises what youre doing, but its to late to stop it. You close your eyes, smiling for the first time in a long time. This was how you would amend for your crimes. A small orb surrounds Aldiun and yourself, both consuming spells coliding and then colapsing, thus taking both of you with it. You die, but you saved the world.
That is only one possible rp style that would lead to the death of a character. I would like to see the option. Not just one way or the other. TES has always been about choice. It should stay that way.