Click the Bucket name link of the bucket SageMaker created for you.
Check the top box to select all objects in the bucket. In the Actions menu, select Delete. Confirm by choosing Delete in the confirmation modal.
Go back to the S3 console page by clicking the Amazon S3 link at the top. Select the bucket you created and choose Delete. In the confirmation modal, type the name of the bucket to confirm deletion and then choose Confirm.