I've just been engaged for a month, and I feel I can't go on. Do you have to cancel it?

First of all, now you are talking about engagement, not marriage. Engagement is not protected by law.

Secondly, I don't know whether you belong to the woman or the man. But no matter which side, we must consider the issue of the return of the bride price. Doesn't mean you can pretend nothing happened by canceling the contract. Also think about how to deal with this problem.

Last word of advice: Marriage is a major event in life, so you need to think twice before you act.