So I got my first big firm internship and I was anxious and panicked that I left it in 3 days as I didn't understand anything and I was very slow in doing the work.

Now I feel really bad that I missed out on something ? Did I do the right thing?

I am doing good now, just regretting the internship lost. Have you all done such things ?

Yes bro that was stupid asf. You should have continued cause very rarely one month interns get fired. You not only wasted your time but also the slot for a deserving person. It takes time to adjust to these things and they get overwhelmed. Half the people in this profession are in a constant state of angst. Not to be insensitive or anything, you won't be able to survive this profession if you are not able to work on this problem and get over it asap.

Hey, don't beat yourself over this. Take a lesson from this and do better next time. I've been in your place, although the firm(s) which I left were smaller ones and I was in the initial years of my law school (read: 2nd year of law). I've left a lot of fairly good places during my initial years (I'm now in my final year of law) because I didn't feel like I belonged there, however, with time and experience, the imposter syndrome dies down as you go.

My 10 rupees? If you're in 3rd year or below, try working at smaller firms and gauging how the work is done. That way you will gain more confidence.
If you're in 4th year or above, pull up your socks, man.