I've only been at my job for 1 month and leaning towards quitting. Do I still need to give a 2 week notice or an official resignation letter?

I have only been at my new job in the financial field for one month. So far I hate it. It's completely disorganized, chaotic, no communication, no instruction. The person training me seems angry and seems to get annoyed when I ask him questions. I have been told I can go back to my old position (which also had it's faults, but was not this bad). I am heavily leaning towards quitting. Since I have only been there one month and am not even closed to fully trained on the tasks, do I really need to give 2 weeks or draft an official resignation letter? Any advice is appreciated.

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