You can manage and remove categories via our classic interface.
The classic interface can be accessed by adding /wp-admin to the end of your site’s URL. Like so:
From there, navigate to Posts > Categories in the left sidebar:
You can hover over to edit or delete categories from the above page.
As an extra note: Each site has a default category that cannot be deleted. If you would like to change your default category (it’s currently set to “uncategorized” on your site) then you can do so via the “Default Post Category” dropdown menu under Settings > Writing:
Let me know if that’s helpful or if you have any extra questions.