How to Delete Favorites on a Mac

Click the icon for your Finder from your dock. Click 'All My Files' from the displayed sidebar to open your Finder window.
Select the type of favorite you want to delete. For example, if you no longer need immediate access to a document, select 'Documents' from the left sidebar under 'Favorites.'
Highlight the link and press the 'Delete' key.
Remove an item from the listing of types of favorites in the sidebar by pressing the 'Command' key and dragging the item out of the sidebar.
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