I would like it very much if you could get rid of any quest you are unable to complete for whatever reason including "I do not want to anymore" by just going back to the person who gave it to you and saying I couldn't find it/him or even just I can't help you with quest keyword. I am fully aware that there are ways to fail quests unintentionally but think it should be possible intentionally, suffering whatever consequences deemed appropriate by the giver including but not limited to faction change, spent money lost or whatever.