You can always cancel any of your Direct Debits in your Coconut app. Head to the "More" tab and tap on Direct Debits. Then tap on the Direct Debit you'd like to cancel, and push "Cancel".
This will send an instruction to the company that you set up the Direct Debit with that they are no longer authorised to take payments from your account.
Please ensure you cancel your Direct Debit at least 3 working days before the next payment is due: if you fail to do so, you may see the payment leave your account. If that happens, get in touch with support.