If you have activities other than running, which you wish to keep, then you will have to remove your running activities one by one.
However, if you want to start fresh, you can erase all the data and start over.
Samsung Health settings > Erase personal data.
Edit: In All exercises, click on the 3 dots and the Delete. You can select all the activities that you wish to delete (still one by one) and delete them in one go.