Should I leave an internship early for a full-time job offer?

I just graduated in December and started a 6 month graduate internship. I accepted it because for a while I wasn't getting any good offers. But I'm afraid it may not be for me and on top of that I've started to receive some really good offers for full-time positions. Would it be okay for me to leave my internship early for the full-time position? And if so, how should I go about it?