What do I do if I get a better job offer after starting a new job?

Let’s say I got a new job and I started working for a week or two. During my search for a new job, I submitted tons of resumes and another company reacted slower, so I accepted the first one only to later discover the second company wanted to hire me with a better offer. Is it bad to resign from the current company after just a few weeks to go to the new company? I know I would feel bad, but I also can’t turn down a better offer.



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