Are there any bonuses for not killing anyone or missions that will fail if you do kill someone? The first quest where you brake into the safe & burn 3 bee hives I killed a couple mercenaries and the elf dude upstairs. I thought for sure I should have restarted the mission but nothing was said about it when I turned in the quest.

I think thats the only real mission you can do that. I would check UESP. I think if there's a mercenary involved, yeah, buck em. But that might be the only one. In DB, if you do something that breaks the rules they make you pay 500 and give you a talking to. I figured its the same punishment from the thieves guild.

Thanks

If there will be optional things to do on the missions they are always told to you before hand and show up in your quest log.

I am pretty sure anyone who is bad to you (or red) you can kill without getting the penalty for breaking the rules. This was one of the things I really hated about the whole Thieves Guild quest line in Skyrim. There wasn't that many actual good heists in this game. Anyways it should tell you if you are allowed to shed some blood. If you do and something happens just reload a save. This is TES after all; everyone needs 10 saves...