Alexa may be an interesting website analysis tool, but your account cannot be deleted, as can be read on their forums.
Anonymize your account by using the tip below.
URLS:
http://www.alexa.com
Please note that AccountKiller.com is not associated with the business listed on this page. AccountKiller provides easy-to-understand instructions and guides on how to cancel charges and relationships from the list of businesses on our site, we have no affiliation with these businesses.