In theory: No
In Practice: Yes
The Ticket Restrictions on Advance Tickets say you must go right the way through to the end point on your ticket. So If you're ticket says to Paddington, you must go all the way to Paddington. However, If you alight at Reading and then used your ticket onto Wokingham, the inspector on the Wokingham train isn't going to know any different. But if you alight at Reading and do this, you cannot use the Advance to then continue onto Paddington at a later time as this WOULD land you in hot water.
So whilst I do not endorse going against the rules, you in practice, could do that. But it is against the rules.
I can recall a situation where I did something similar with an Advance ticket. I had booked Birmingham New Street to Bristol Temple Meads. Some very inconsiderate cow decided she was going to bring a very small child into First Class. Said child did nothing but ear piercingly scream from Birmingham right the way to Cheltenham Spa over what sounded like the child wanted something but mother refused... By this point it was either bail out at Cheltenham, or really give that child something to scream about and it looked like the other occupants were also getting very pi$$ed by this point... Being the nice polite and placid person I am...
I opted for the former. But then I bought a walkup ticket from Cheltenham Spa onto Bristol Temple Meads.
*Opens tin of worms and attempts to fly away*
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