Making that choice to shoot Kaymanov in The Last Wish mission is pretty significant, as it completely locks you into following Strelok's path for isolation (this happens because Kaymanov's whole vision gets eliminated right there). The whole deal with choosing this route means you're basically committing to some serious Zone containment policies, which actually makes sense given Strelok's background with the Zone's dangers.

When you take out Kaymanov, you'll notice a bunch of changes start happening in how different groups react to you, especially with Degtyarev and the Monolith folks (interesting how their attitudes shift based on this one decision). You'll get control over some pretty major Zone decisions, but keep in mind that you're closing off all those fascinating storylines about Kaymanov's connection to C-Consciousness (might be worth reading up on some of those lab documents before making your choice).

Worth noting that a lot of players miss out on some really good artifact research stuff because they rush this decision, so maybe take your time exploring those lab areas and grabbing research notes first (these actually explain a lot about why the Zone works the way it does). Once you make this choice there's no going back, and some of those side stories get permanently locked off.