If you marry somebody (any single one or any harem multi wedding) the game ends. That actually is counted as a win and opens up New Game + where you will start with better stats, more money and more traits.
I would also recommend trying without a guide first to get a feel for the game. But be aware that you will most likely not even meet all girls and most certainly lose a couple along the way for good - and there are no easy ways to fix it by save editor or console, only to go back to an earlier save. But you will also be able to keep enough girls around to see how the game plays.
My only hints are: take the martial arts trait and once you get to the point where there is an investigation against you, peek into the guide (the wiki, it's handled in Cassidy's path) to avoid a sudden game over or losing your job (there are alternate ways of making money but it won't be enough). Or at least make a save once the investigation starts to be able to try again if you fail.
