I need to drop the last segment of my itinerary and that's first time I am doing this, so not really sure how to do it correctly (in order not to get in trouble myself and do not create unneeded complications for the carrier).
I have two flights left from the ticket, and I could not check in online separately for the first one, no such option was offered. So currently I am checked in for both, while I will fly only the first of two.

What to do now?

1) Request to cancel my check-in for the second flight at the airport counter?
2) Inform the staff explicitly that I am not going to take last flight? Should I give a reason in such case?
3) Do nothing, pretending I just missed the last flight.

I fly on Jet Airways, if that is important.