Should I quit my PhD after 4 months? I've been thinking a lot before asking this question, but now I feel it's time to seek some advice. I started my PhD a couple of months ago and now it is almost 4 months since I put my hands on this project. I joined a very small research group (I'm the only PhD) to embark on an industrial PhD in the UK. I moved away from my home country, I rented a flat and my girlfriend joined me a few months ago. Should be an ideal condition but for me, it's a nightmare.
I don't feel well. Every day a sense of depression and anxiety is constantly present thus forcing me to spend most of the time alone. I don't like my project and I don't like the environment despite having two supervisors who are very kind to me. I don't want to stay in this condition anymore but at the same time, I don't know what to do. I don't have the courage to speak with my supervisors and explain my condition.
Does someone have any advice on what should I do?
P.S. I would like to add some details just to give a clearer picture of my condition. I graduated with honours during both my master and my bachelor's degree. I was the best student of my years in my course. I felt that a PhD should be the most suitable choice for me.
I decided to start this industrial PhD in collaboration with a huge company thinking that after it I would be immediately hired. But now I don't know exactly if this is my way. I'm constantly obsessed with the idea of going back to the lab every day... it's really hard and demotivating. I started thinking of getting a job where you do your hours and then you go back home without any thoughts, problems, or pressure.
P.P.S. Thanks for all your answers, it's quite an encouraging fact that some other people went through the same thoughts.  I feel that I will start speaking with my supervisors to inform them about my condition. However, I have some concerns connected with the founding of the project.  In the case I'll quit, do I have to return all the salaries received? Some of you have experience with that?
No one here should tell you whether to quit or not. But you need to find a changed situation somehow. Some suggestions...
Talk to your supervisor about the situation with your project and see whether there is some alternative that will make things better. Another project? A modification of this one? More assistance?
Talk to others in the research group about how they see the project and its likelihood of success. Are they happy or just coping like yourself?
Talk to a mental health professional about how you can arrange things so that you don't fall into depression. Many universities provide professional counseling.
Talk to your girlfriend about her wishes, goals, and plans. Ask her if she has any advice for you.
Find some &quot;escape&quot; activities so that you don't spend too much time working. My escape was bicycling with a small group. It had the advantage of being aerobic, but other things can help. Resting your mind can actually aid productivity.
Think about your goals as well as whatever options are open to you. Options about staying as well as about leaving. What are the pros and cons of each? How can you achieve your goals and stay sane?
The hardest part, as you describe it, is to find the courage to talk to your supervisors. But that is probably the essential step to find a way out of the dilemma. But don't just continue on, hoping for the best. Some situations need to be escaped.

The biggest mistake I made in my doctoral studies was not speaking up for myself at a certain point. In my case it was because I had an unhelpful advisor. But my lack of courage cost me about three years. I was successful after a change of institutions and only realized later how I'd missed the opportunity. There was also the issue of burnout after an intense undergraduate program.