Should I leave my sister's wedding early?
Why would you want to do that on her special day? It might come off negatively if you do that.
The wedding was a waste of my time, I'll go to the reception.
I understand you think it may to a waste of time to you, but it is good to attend your sister's wedding.  If you do want to leave early, you should notify them that you have to leave early and will see them at the reception.
Maybe. I wanted to go to the gym.
I think people will think that's a selfish move on your part. It's your sister's big day and likely the only wedding in her lifetime, so don't you want to be there for the special occasion? Perhaps you'll end up hooking up with one of the attractive ladies there.