Learn Finnish: Minä lopetan työn.

This happens because of a rule called consonant gradation. The base verb lopettaa has a strong double tt. But when we add the -n ending to say "I stop", the syllable is closed, which weakens the tt to a single t.

Why does the word for work, "työ", have an -n ending here (työn)?

The -n ending shows that työ is the object of the action. Because you are doing a complete action to it (stopping or finishing the work entirely), the object takes this ending.

Do I always have to use "Minä" in this sentence?

No, you can simply say Lopetan työn. The -n ending on the verb lopetan already means "I", so the pronoun Minä is usually optional in Finnish.

How would I add a time to this sentence to say "I stop work at four"?

You would add the number at the end with the -lta or -ltä ending, which means "at". For example, "I stop work at four" is Minä lopetan työn neljältä.