I walked out of my first (miserable) job. was this a normal reaction?

Is it correct to walk out on your job after telling your boss you're unhappy? In March 2013, I was miserable - I had a contracting job at a Homeland Security firm in D.C. The following issues contributed to my unhappiness:

*Upon beginning my job (the very first one I had), I received improper training unrelated to the job I had. When I asked questions due to this deficiency, I was written up

*I was reprimanded in front of colleagues/superior on multiple occasions. This misconduct is very demeaning and dehumanizing and something I routinely faced.

*Although I continued to perform my duties as assigned, I (the only African-American worker) noticed that SEVERAL of my colleagues kept receiving promotions over me. One of these colleagues - who began working after I did - would verbally reprimand and otherwise harass me at the job

My performance declined, mostly due to additional stress associated with family members I unwisely decided to live with. And I will admit: I was also wrong. I breached protocol and they decided to give me a warning but I could have been fired (which changed my earlier belief that my managers, etc. were racist - I understand now that they weren't racist, just negative people).

The result: I went to the boss and told him I was unhappy and that I no longer wished to work there. To avoid a termination, I wrote a resignation letter and walked.

What could I have done differently? Would you tell your boss you're unhappy (in no uncertain terms)? I would like to move on from this, but I feel I would have been right to sue them at one point.