Navigation - Links
To adjust your main navigational links, head to:
2. Online store > navigation
3. Click through to the menu you wish to adjust.
4. Select "edit" next to the relevant menu item, or choose the dustbin icon to remove.
Here's an example of where you can see the dustbin icons:
Here's how to edit the text used:
You can drag and drop the menu items too:
Shopify also have these useful guides explaining further:
For more information relating to your theme's header, view the this guide.