You can easily delete multiple records by selecting multiple rows (click on a row number, then shift click on another row number), then right-clicking on any of the selected row numbers and choosing "Delete all selected rows". Watch the short video clip below for a step by step demonstration.
Note: Even though you can undo this change by pressing Ctrl-Z (Command-Z on Macs), you may want to create a base snapshot beforehand to avoid accidentally deleting the wrong records.