It depends on your relationship with them - do what you feel most comfortable with.
But before you do anything, have you taken a little break / time out? Sometimes that helps clarify things and there are fewer regrets later.
The thing is, if you do leave, it doesn't mean it is the end of the world - if you decide to pursue a PhD later then that option is still there. Or if on the other hand you think you want to persevere for a little longer and see if things improve, there will be other job opportunities that will come up. This isn't the be all and end all. If you don't feel ready to make this decision right now then you don't have to. The world (and the NHS) is full of opportunities and you can wait till you are more ready.
If you do decide to hang around a bit longer though and see how it goes, I would set a time period (e.g., 1 month or 3 months), after which time I would stop and take inventory - Have things improved? Do I now want to continue? Do I want to leave?