If for some reason you need to remove a data connection, it is simple to do.
You are only able to do this if you are an admin.
Click on the Data tab at the top left of the global navigation to see all of your data connections.
At the far right, click on the action menu, and select Delete.
You will then be prompted to confirm the deletion. If you remove a data source that has metrics built from it, it will also remove those metrics.