What should I do? Would I hurt someones feeling if I tell them it's not for me?
You aren't going to hurt anyone's feelings - it's business. They might not be super-pleased to hear you want to leave so quickly, but assuming they're professional about it, they should understand. A good employer understands that happy employees are more efficient and generally easier to work with, so if they can't help you fit in, they at least shouldn't hold it against you that you're leaving.
This is what probationary periods are for, after all. It's as much for you as an employee as it is for them as an employer.
how many bridges would I burn?
Well, you definitely won't be able to come back here later, so make sure you're sure about that. However, as long as you're honest and open about how you feel, and you give notice professionally, without whining or flip-flopping, I wouldn't call it "burning bridges."
And if I do should i give 2 week notice?
Absolutely. Always give appropriate notice. Always. Quitting without giving notice is more likely to burn bridges than quitting during your probation period because you're unhappy there.
You may also want to consider lining up a new job somewhere else before you quit this job. Gives you a little more time to evaluate if you're really unhappy here. Gives them a bit more of a breather before they need to re-enter the hiring process. And, of course, prevents you from being unemployed for too long.