You can only delete a wallet that has a zero balance. 

On the BitGo dashboard, click on the name of the wallet you’d like to delete. You will then be taken to the Transactions page for that wallet. 

Click on the Settings link. On this page, click the Remove Wallet from Dashboard link. You will see a notification asking if you are sure you want to remove the wallet. If you click Yes, you will be taken back to your Wallets page, and you will see a notification confirming that the wallet has been removed from your Dashboard. Please be careful when using this option; once a wallet is removed, it cannot be recovered.