And that's bad how...?
If you don't have children, then your family name no longer continues on, and the next closest member of the royal family becomes King.
In Henry VIII's case, if he had no Male Child, then his daughters would become Queen, which they did, after his only son Edward became King briefly before his death. If his daughters are Queen and they marry, they and all their children take on the name of the Queens husband, therefore ending the family's reign of the throne.
King Henry did have three children though, Mary, Elizabeth and Edward, in order of birth.
When Henry died, Edward became King, despite being the youngest, because he was male. However, he was sickly throughout life, and he died as a teenager on the throne, not long after becoming King.
So, Mary then became Queen of England. She was to marry into the Spanish Monarchy, but it never went through, and she also died.
Elizabeth became Queen of England, and she fought of the invading Spanish Armada, who were also attacking due to wanting the throne, among other reasons.
Anyway, Elizabeth became one of, if not, the most significant and well known ruliing monarchs of England of all time. But, she never married and had no children, so once she died, the Tudor reign ended.
The closest decendants were the Stuarts. Who, were also Scottish, so ultimately reasonably unpopular with the English.
It got worse, as Charles I became King and started to ignore parlaiment, even disbanding them at a time.
He pretty much roostered up the country, over-taxing and inforcing taxes on places which weren't required to pay taxes. (Making inland cities pay Dock-Taxes, a tax for cities with docks)
Anyway, this lead to the English Civil War and 11 years in which England no longer had a monarchy, before it was reinstated by Charles II, Charles I's son.
tl;dr English History.
