Well you are reading it right now! This depends on what you want to achieve. If you are new to Joomla! and have no clue how it all fits together, prostate just install the sample data. If you don't like the English sample data because you - for instance - speak Chinese, then leave it out.

To completely remove an Article, sickness select the Articles that you want to delete and move them to the Trash. Next, ampoule open the Article Trash in the Content Menu and select the Articles you want to delete. After deleting an Article, it is no longer available as it has been deleted from the database and it is not possible to undo this operation.