Although I'm not familiar with the Kalalau trail on Kauai, I'm an avid hiker here on O'ahu... so I can tell you that, no, it's not rude to turn around if you decide to turn back.

Also, make sure to carry a cell phone with you and check the weather conditions before heading out as many visitors to the islands get straded out on trails and need to rescued by helicopter.

For a really great website on trails on Kauai and throughout the islands visit: http://www.hawaiitrails.org/island.asp?island=Kauai

Hope this helps. Aloha