If for some reason you need to remove a data connection, it is simple to do.
NOTE: You are only able to do this if you are an admin.
Open your account settings by clicking your name in the upper right hand corner and choosing 'Account Settings.'
Next, choose Data Sources from the list on the left hand side.
Here you will see a list of the data sources you've connected
Under the actions column at the far right, there are three buttons. The trash can on the end will let you remove the connection.
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.