If you have performed a measurement and want to delete it, go to Measurement->Clear Memory->Active Measurement….
You may also use the button in the Measurement Selection toolbar.
If you want to clear all measurements, the easiest method is Plot->Erase Curve(s)…. Make sure the Clear memory check box shown below is checked.
Go to Measurement->Tasks… if you want to select if a measurement is to be automatically deleted if it is erased from the plot as shown below.