Do I need to go to immigration to cancel my extension of stay after resigning from my job in Thailand?

Best is you get a letter from your employer stating you will stop working on a date in the near future and use that to cancel in advance. You then you leave thailand on that date

You need to take paperwork from your company stating the last day of work, along with your cancelled work permit to the immigration office that issued your extension and cancel it. If you don't do this then you will not be able to apply for another long term extension in Thailand and you'll be fined 20,000 baht if you try, for failing to do so.

You will also not receive 7 days to leave Thailand. Your permission to stay in Thailand ends the day your work ends.

You may be able to apply for an extension, and if immigration accepts your application with your 1900₿ application fee (they do not have to accept your application as you are not eligible for an extension) then they will give you a 7 day "extension denied, leave Thailand" stamp.