As long as you're not checking baggage, it won't matter that you're getting off one stop earlier and it certainly won't affect your return reservation. Depending on what train you're riding, you may want to inform the crew of your desire to get off early. For example, if you're in a sleeper, the attendant may not open the door at that stop if he/she isn't aware that you wish to get off and assuming that no one else is scheduled on/off at that stop.

On the other hand if you're riding a corridor train where all doors open, then it doesn't matter and you don't need to inform the crew.