Once you create a room you can't delete it, but you can 'deactivate' it which will prevent others from opening your room. During the edit to deactivate your room, you could also change any information that you do not want left over.
To deactivate your room click on the 'home' button underneath the pal list area. When the home window opens scroll down to the 'my room' section. Hover your mouse over the right side of the 'my room' header and then click on the 'edit' icon when it appears.
You will be taken to your group setup page. Click on the 'edit' button near the top right of the rooms setting page, then scroll down to the bottom of the page and click on the 'deactivate room' switch.
Be sure to click the 'save' button at the bottom of the page to save your changes and deactivate your room.
You can reactivate your room at any time.