If you have performed a measurement that you are not satisfied with, you can click if you are asked to save this measurement. Uncheck the curve you want to erase from the legend list by clicking at it. In the example below Meas. 9 is unchecked.
To erase the curve from the plot, go to Plot->Erase Curves..... Now make sure is selected as shown below.
Click in the dialog to erase the curve.