When installing brand new WordPress site, you will notice that your default (main sidebar) includes several widgets such as:

<ul>
<li>Search Box</li>
<li>Recent Posts</li>
<li>Archives</li>
<li>Meta</li>
</ul>

To remove or change what comes as default, simply navigate to your WordPress Dashboard go to Appearance > Widgets and on your right you will see all available widget areas, what you need is to locate (Main Widget) and just remove items that you don't need or do the same drag+drop for everything else from your left side.