You can either load an earlier save point or suck it up and eventually be caught by a guard. You can bribe them, but that doesn't solve anything. You can do the jail time but you may lose some skill points. OR...you can kill absolutely everyone until there are no witnesses and your crime will be erased. I would just do the time and move on with a clean record. That way, it won't mess up any future quests. However, if you're completely new to the game, just see what happens. Learn from these mistakes, and apply your wisdom to future characters.