Leaving a postdoc after 3 months (for another) I accepted a postdoc position after a short interview by Skype and I haven't had the chance to get to know the people and the city. Anyway, my PI helped me to get my visa (EU - researcher) issued and, currently, I'm already working on the project with some good preliminary results.
BUT
I hate the city, I'm sure it can never be a home. Also, and I'm having some serious problems with another postdoc, which I need to work with because our projects are connected (he's sexist; gave me a wrong protocol to follow and I have lost time and samples; he doesn't leave me alone to work, slows my progress and is always criticizing my project and my experimental approach in not a good way).
I know it will cost me my health if I stay the agreed time (1 year, at least) and I have already landed some other postdoc interviews to work on better places (better places, with nicer people) and I believe I have good chances to get the job. 
But, with the visa issued and being my current PI a really good researcher and person, I'm afraid it will look pretty bad on my CV and I don't know how to explain it if someone on the interview asks about it.


I don't have a contract, I never signed anything for the fellowship, it's a normal procedure to have just a spoken agreement; Also I haven't received the payment yet because I still don't have a bank account because of the bureaucracy. 


Since I really wish to stay in academia for quite some time what I should do? Tell that I cannot stay till the end of the agreement? Tell about the other possibilities? I'm lost here, the truth is that I never taught it could happend.
If you believe you can handle the bureaucracy quickly, so as to get paid, do that. Depending on the local culture (Europe is not very homogenous), this might involve calling people and going past the official channels, or just doing everything you are required to do and waiting.
After having secured the payment, or immediately if you think it would take too much time to get the payment, talk to your supervisor about the situation. Your goal is to exit the situation so that your current PI understands and accepts it, so that they will be available for recommending you later. If this turns out to be too difficult, then your goal is to exit with as little damage to your reputation as possible.


If you judge your PI to be a reasonable person, just tell them that you are having difficulties with another postdoc, and try to give a fair and reasonable explanation. Also tell that you do not feel at home in the city. If they are a good person, they will understand, you can try to find the best possible solution in an unfortunate situation. The group dynamics in their research group are their problem and they can do something about it. The nature of the city cannot be helped.


If you have not tried talking to the other postdoc, you might also try that, if you have the courage. Something like "Thank you for helping, but I can do this by myself; could you, for example, do [other part of the project] so we would get results faster?". Or simply telling them that their behaviour is bothering you; check, for example, "nonviolent communication" with your favourite search engine, or maybe parenting books, for relevant advice. Tell factually what happens and how it makes you feel, and ask for concrete actions or how the other person thinks the interaction could be improved. Do not blame. Stick to facts, as much as possible. Do not attribute intention, attitude or sexism to the other party, as this will not help your cause, even if it is true.