The scheme isn't what I thought it would be in relation to my career development and I was wondering is it normal for people to leave a scheme early?
It may be worse to leave once the scheme is done when they are expecting you to stay. They are teaching you so you can work for them properly, wasting their time and money really isn't a way to get on their good side. If you don't like what you are doing, you are better off looking for somewhere else to go and leave as soon as possible.
Based on the comments, it sounds like your "graduate scheme" is a program for new employees that lasts a few years and you do rotations and maybe extra training. I was in such a program after graduation and we were supposed to commit to the three-year program + a year regular employment to "pay back" tuition (they also sponsored a graduate degree as part of it). I was miserable and quit after slightly less than a year, for a job that didn't treat me like a permanent intern. I wasn't the only one, either!
Things to consider:
If you have a trusted mentor or peers in the program, talk to them first. They might validate your feelings, or they might have suggestions on ways to improve the situation. I don't know what you've tried or what the particular issues are, but sometimes there is flexibility like moving to another project which could transform your experience.
Would you like the company if it weren't for the scheme? If so, you can try to negotiate to stay as a "normal" employee. However, I wouldn't recommend this without a new job offer in hand, because they can always say no.
Will you need to pay back anything if you leave early? For example, tuition or a signing bonus. Make sure you have the means to do so before quitting. You'll need to read the relevant policies carefully before making your move.
Bottom line, yes, it's okay to quit if it's a bad fit for you. (Just find a new job first!)