You should only have to pay back money paid to you in advance. eg if you have already been paid for February you will have to return this money. You may need to check the terms of your grant though, as (although we are not aware of any) some funding bodies may apply other conditions which could include the repayment of course fees paid in advance.
Whilst your reasons for leaving may be private, you should consider giving some notice to your supervisor (you do not have to tell him/her why you are giving up). You will certainly need to give notice to your grant awarding body and it is likely that you will need to do this in conjunction with your supervisor. Even if your relationship with your supervisor is a bad, leaving unannounced will cause problems lots of other people who have nothing to do with your reasons for leaving and you should show them some consideration.