Unable to delete the data source with the error you have mentioned indicates that there is already mapping or matching via ‘Unify’.
Deleting a "Mapped" Data Source -

Select the entities you would like to edit or remove via ‘Select’.


After unticking required entities, save changes and proceed to delete the data source via ‘Data Sources’ on the left-hand navigation bar under ‘Data’.
Note that you cannot untick entities that have already been matched.


Deleting a "Matched" Data Source -
Once you have matched data sources you cannot untick them from the Map stage and are unable to edit/delete them.
For example, below I have matched my Dynamics 365 Account data source with my Zendesk Ticket data source.

And can no longer untick them during the map stage.

Note you can delete entities that are not the Primary or Secondary entity/ data source on the Match order. See the example below.

If you need to delete the Primary or Secondary entity / data source, you will need to reset your environment by selecting the ‘Settings’ on the top right-hand corner.

And selecting ‘Delete’ on the ellipse of the applicable Environment.

This will trigger a prompt advising you that this will remove all data and to type in the Environment name as precaution that you don’t accidentally delete all your data.

Once done you can setup a new Environment to redo the data sources as needed.