The veil separated the Holy Place from the Most Holy place-Exodus 26:33. Hebrews 9 tells us that the Most Holy Place was the second room of the Tabernacle. Inside the Most Holy Place were a gold incense alter and the Ark of the Covenant. Only the high priest was permitted to enter the Most Holy Place, and he entered it once a year, offering blood for his sins and the sins of the people. But the offerings did not work on the conscience of man, instead it dealt with issues concerning food, drink, and cleansing. This system was symbolic of what was to come and was in place until a new one was erected. The crucifixion of Jesus ushered in the new system. He is now the High Priest and heaven the Most High Place is not of this world and not man made. He sacrificed His own blood in place of the blood of animals, and secured our redemption once and for all, unlike the Most High Priest of the old system who had to repeat the blood sacrifice of animals yearly. Jesus sacrificed His blood on the alter to cleanse away our sins, and now we can go to the Father. Our sins our covered in the blood of Christ. The veil was torn in two to signal the end of the old system and the creation of the new system, a new covenant. No longer are we separated from God. This is so beautiful!
The Roman officer, centurion, saw Jesus give up His spirit, while experiencing the change in the environment-earthquake, sun darkening. He believed that Jesus was the Son of God. The centurion's heart was changed.