First, you're not a horrible person. Not even a little bad. It isn't like you're skipping out on paying rent; you've just decided that living situation isn't for you, and you took immediate steps to remedy it. You shouldn't live in an uncomfortable situation any longer than you have to, and while it may be inconvenient for your roommate, you haven't done anything unforgivable or wrong. You've got three weeks yet, so it's not like you're running out one night and leaving her in the lurch.

You might offer to try to help her get a new roommate, if that's what she wants. Place an ad or two, meet with someone and help your roomie find someone who might fit in with her.

Contrary to what some might think, I don't care for conflict with people in general, either. I understand why that bothers you, but try not to feel guilty, because you really didn't do anything wrong.