I used to be one of those people who never DNF'd a book. Not ever. I read to the bitter end, even if I was hating every minute of it. I don't do that anymore, and you shouldn't either. Here's why:
You're not a quitter--Don't martyr yourself
I've heard lots of readers say, "But I'm no quitter" when it comes to finishing a book. I used to be one of them. I felt like I was a failure if I didn't finish what I'd started. While we were all raised to believe that quitting is a bad thing, deciding to DNF a book is NOT quitting. Downloading a book is NOT you making a commitment to read it in its entirety. It's not like joining a sports team then ducking out before the big game. You're under no obligation to finish reading a book you're not enjoying. Why punish yourself by reading the whole thing just so that you can say you're not a quitter? Long-story-short: Don't be a martyr. There won't be any statues erected in your honor just because you read whole books that you loathed.
Life's too short
Why should you spend your precious free time finishing a book you hate? You're not going to get an award for reading the whole thing. No one's paying you to read. Put your own happiness ahead of your need to finish what you started. In the case of a bad book, DNF'ing is a form of self-care.
Plenty of fish in the sea
There are ALWAYS a zillion other books to read. DNF'ing a book that's not your cuppa allows you to move on to another book and maybe find the best thing you've ever read. Why keep a great read waiting so that you can finish one that's making you miserable?
You don't owe the author anything
Recently on Twitter, an author spoke out against a reviewer who didn't like her book. The author claimed that the reviewer should have kept her mouth shut unless she'd read the entire series. I can't even tell you what a huge load of bullshit that is. Readers are under NO obligation to finish books--let alone complete series--they don't enjoy. You don't owe that author anything except the courtesy of obtaining their book legally (i.e.: not pirating their work, because all book thieves are horrible people who WILL one day get a kick in the ass from karma herself). I don't care if you read twenty books in a series or one page in a single book, you are WELL within your rights to DNF and leave a scathing review if that's what you want to do. No one is the boss of you--and no matter what an entitled brat of an author might say on Twitter, you don't owe anyone anything. Long-story-short: Don't feel guilty about DNF'ing. It's not in any way a slight to the author.
Your time is important. You shouldn't spend it reading a book you hate. DNF at the first sign of trouble. All the other books waiting for a minute of your time will thank you for it.