You can use labels in Gmail to sort your messages. Please see below to create or delete a label. If you do not want to delete a label, you can also hide it.
Step 1: Login your Gmail account (please refer here to open one if you do not have an account yet);
Step 2: In the Gmail account, click the "More" button from the label list;
Step 3: Scroll down to the bottom of the list and click the "Create new label";
Step 4: In the "New label" window, type the label name, and select a parent label if you want to nest the new label to another label;
Step 5: Click the "Create" button, you will see the new label in the list;
Step 6: To delete or edit a label, move the cursor to the end of the label and click on the 3 dots;
Step 7: From the drop-down list, click "Edit" to edit the label or click "Remove label" to delete the label.