Frequently, you'll end up with data you want to get rid of in your nation.

Sometimes this is Twitter records for a broadcaster you don't want associated with the account, trial data imports, or data that was imported poorly. To delete a bunch of people from your nation at once, you can use advanced search to do things like identify all the people who follow a specific broadcaster on Twitter (People > Advanced search > Name and contact) or who came from a specific import (Advanced search > Origin). Then use a batch action to delete the records that you do not want by clicking the + sign, adding them to the shopping cart and then deleting.

This screencast describes the batch action process for records in detail. 

Be careful, as batch deletes cannot be reversed. If you're unsure, you can make a snapshot backup of your database under Settings > Snapshots.