In the Milestones tab, navigate to the Test Sessions tab and click the vertical menu on the right of the desired test session. Select Remove and click Yes on the following confirmation window. Alternatively in the test session list in the Milestones tab, check the box to the left of the test session code and select Remove test session from milestone in the dropdown.
Users will need view permissions in test coverage to perform this action. Additionally, depending on a user's project permission settings, they may be able to see all the project test sessions or just a subset of them.