Usually when multiple data is selected and plotted, they are grouped so different colors are assigned to each pot.

Right click a plot in the group in Object Manager and choose Remove, the plot will be removed from the group. In the past, the whole group is removed.

This also works if you single click twice to select a plot in a group on the graph and then choose Remove. 

There is also Set as Group End context menu. When it's selected, all plots below it will be isolated from the group.