You can click on the trash can icon to the left of the DataSet name to delete a Data Set. 
checkbox next to the dataset you would like to delete and then click Delete as shown below.
If you have more than one page with many datasets and you want to delete them all in one click, you have the option to click on Delete All as shown below. However, the default dataset will not be deleted. Once you add new datasets, you can add another one as default and delete the old one.
