There are a couple of ways you can delete an extended events session which we will show below.
To remove an extended events session using TSQL we can use the "DROP EVENT SESSION" statement. This statement takes only the session name as input as shown below.
DROP EVENT SESSION [First_XEvent_Session] ON SERVER;
You can also remove a session using "Object Explorer" by expanding the "Management" node, then "Extended Events", then "Sessions". You can then right click on the event you want to remove and select "Delete" to drop the session as shown below.