Years ago I practiced pranayama for 3 months and it scared the hell out of me - I quit doing it. I started feeling an enormous physical energy and it seemed to me it was flowing through my arms rippling my skin. When one day i was practicing pranayama and i felt this energy flowing very strong, the bulb of my bedside lamp exploded. I decide to quit it - i was terribly scared.
Actually, weird shit like this can be fairly common experiences amongst folks doing certain kinds of training. Certainly there are tons of stories going back thousands of years. Rather than quit, it is important that you have a really qualified teacher who can help you and also recognize when you are in trouble.
Saotome Sensei said much the same thing about some Aikido misogi exercises he did when he was training with O-Sensei. He said that there were certain things it was best not to do alone in case you had a bad reaction to them.
But to me, it sounds like you quit just when stuff was really starting to happen and that is too bad.