"X" is the graphical user interface system (windows, icons, video, mouse, etc) for Unix and Linux ( http://www.x.org/wiki/
When you open a terminal in KDE you are simply opening another window - in that case the console shell running Bash. You are not shutting down X. If you shut down X your windows disappear and you are left in a text console environment only.
To see that in action type Ctrl-Alt-F2. That puts you in the second virtual text console, but X is still running. To get back to X press Ctrl-Alt-F7. To leave kill X completely and put yourself in a text only console terminal, do what MOE-lnx suggests above...