It appears that you cannot delete your free Sky ID, but Sky does offer a wide range of cancelling options.
The following article mainly covers paid subscriptions:
http://help.sky.com/my-account/billing-and-subscription/remove-a-package-or-cancel-your-subscription
If you wish to delete your Sky ID, contact them via http://contactus.sky.com/
URLS:
http://sky.com
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