How to leave a job I just started

I was recently hired at a grocery store. I haven’t even officially stated yet; I am still in training. I have the potential of getting a much better job.

If I get this better job, how do I quit my new job? I’d feel bad about quitting after working for a such a short while / while still in training but I also don’t want to resign right now in case I do not get the better job.

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