A dataset can not be removed if there are dependencies associated with it. Any visualizations or filtering must be removed first so that the dataset is not being relied on.
Open the dataset by clicking on its name.
Scroll down to the bottom of the page
Expand the Properties menu
If “Filtered By Datasets” or “Used By Visualizations” has a link next to it, click the link to browse to the filter/visualisation and click delete from the top menu
If you return to the “Datasets” page you should see the option to delete is now available.