The main method works the same as any other method. Java just treats it special by choosing to call it in order to start your programs.

void main() {
    System.out.println("Java will start here");
}

This means you can do anything in your main method you can do in any other method, including returning early.

void main() {
    int x = 5;

    if (x == 5) {
        return;
    }

    System.out.println("WONT RUN");
}