This is kind of "intermediate"

Go into your cpanel for your website (typically )
Go into phpmadmin
Click on the database for your website from the drop down list (if you only have one website you may not need to do this)
Click on the table labeled wp_terms
Click on the name heading (at the top of the column) to sort the column
Look for the link name/word that you're trying to add
Click on Delete to delete that line.