When you meet with the centre before your first session (sometimes called a pre-visit) the staff will talk to you about this. Sometimes they might agree a code word or phrase that you can use to end the session early. This might be that you say you want to go to the toilet for example, when you then go there you can tell any staff member you want the session to stop.
They might talk to you about why you feel this way but would not force you to do something you do not want to do.