I'm wondering if anyone might have the answer to this-

I just finished with Mzulft and have found out where the Staff of Magus is. So great, I'll just head over there and pick it up, except the quest marker has me going back to Windhelm to report what I've found out.

So I'm thinking the heck with that I'm going to go straight and get the staff and then just bring it back. I'm not fast traveling at all so I don't want to be running back and forth needlessly.

My concern is: will this mess up the questline? And is there something that I need from the College in order to get the staff?

You need to go back to the College. The Labyrinth is locked. Someone has the key.

The staff is in another dungeon altogether. You won't be going back to Mzulft to get it so head on back to Winterhold.

Thanks for the reponse. Glad I found that out now and not when I got there.

You can go ahead and do this if you want, but it is sealed (with good reason). Someone at the college will be able to help you with that.