You should first discuss your decision with your tutor or course leader. If you do wish to transfer, you must follow the correct process. It is not enough just to say you have spoken to someone about leaving.
For Home and EU students
You will need to contact the Admissions department of the institution you wish to transfer to in order to determine whether they might accept you as a student. You would then need to submit a new application to UCAS for the new university. Only when this has been accepted should you submit a withdrawal application to the Student Engagement team. It is advisable to make an appointment with them as well to discuss your options.
Please be aware that you would need to pay your fees for subsequent years to the new institution. You may wish to discuss your financial situation with your faculty's Student Finance Officer.
For International students
As your visa is tied to your particular course at this particular university, you would need permission from the International Office to change institutions. Please visit them in F100 and join their Withdrawals queue.