I just started a new character and before I had a chance to enter whiterun normally by telling the guard that I have news from helgen, I accidentally hit a guard and I had to pay a 40 coin bounty. I took me directly to dragonsreach and I was inside the city. The gate to get out of whiterun was locked as I hadn't yet talked to the guard on the outside. The only way out is to fast travel to a nearby marker.

I was able to have the conversation with the guard outside afterward, but going through the door to enter takes me into an empty city, and exiting the city through the gate just brings me to the city again. The only way in and out of the city without glitch is to fast travel in. Has anyone else experienced this? Will this be a problem? Should I start over?

Did you save at some point before hitting the guard? Do you have an auto save before then?

I do, it'd just set me back a couple hours.

Did you get your problem sorted?