So I was walking around Whiterun as usual, heading to the general store. Who do I meet? Ofcourse, mister "Do you get to the...".
This time I lost it, again he greeted me with that sentence.

I saved the game, murdered him in three swift strikes of my blade. All the citizen's just stood around like nothing happened and only his wife came to attack me.
Ofcourse the guards came to arrest me, but somehow I could just get away with "I'm the thane, let me go.".

Really? I can just murder someone and then say I'm the thane which makes it alright? Is this common? Seeing as it was my first real crime in Skyrim.
It's a bit harsh, even to a total turd like Nazeem.

He doesn't really do anything, I guess everyone got sick of hearing the same line over and over

He's le batard. He talks down to all the merchants in front of the inn. So by killing him, you are improving Whiterun a good deal.

Turn into a werewolf before you kill him and you can squeeze his head until it bursts. Hilarious!

Really? no consecuences at all?

dayum! I want to get off the office and "dispose" of him in very creative ways

Nothing whatsoever... Really odd.

There is only ONE conclusion then:

Everyone loathed Nazeem. The guards HAD to step in because they were obligated to do so and let you go with murder since you The Thane and the murder of Nazeem is welcome relief to Whiterun itself. I don't know about his wife but she remains a wife.

Nazeem is an alright first murder, at least he's irritating. My first non-DB murder was Adrianne Avenicci I felt pretty bad after.

... why would you kill her?

You have to do enough favors for the Jarl before you he appoints you Thane.

Is he involved in any quests?

I too have had fun killing Nazeem in sick, twisted and satisfying ways!

I had just unlocked a perk and wanted to test it out, she was the first person nearby

I buried my axe into his head. It was great.

If you are Thane the guards can ignore bounties under 2,000 gold.

I feel like the only player of TES who isn't annoyed by NPCs who repeat one line every time you walk by them.

In Morrowind, people hated Fargoth. He's barely a mentionable character, to me.

In Oblivion, people hate the Adoring Fan. I thought he was pretty useful at distracting my enemies.

In Skyrim, people hate... Every NPC that passes by.

Your the Protector of Whiterun. That is you job as a Thane, (Knight) so sure killing the low life isn't a crime.