Think of a conservative vector field as the gradient of some function — which should be thought of as the derivative of the function. So if you integrate this vector field (= grad(f)) along a curve, just as with 1-dimensional integration of a derivative, you get the difference of the values of f at the endpoints of the curve. So if you integrate the vector field all around a closed curve, you must get 0.
In a small neighborhood, you can detect a local gradient vector field by the fact that its curl is everywhere 0. For instance in the plane (without the origin), consider the vector field V(x,y) = (-y/(x2 + y2), x/(x2 + y2) ). Near enough to any point (x,y) ≠ (0,0), this is the gradient of the angle function. But the angle function is not defined continuously in any open set that goes around the origin. Sure enough, V(x,y) is not conservative on such an open set. (To see this, take the line integral of V(x,y) around a circle enclosing the origin, and sure enough you don't get 0. If you haven't done this, it's worth doing this calculation.)