When viewing orders in your Shiptheory dashboard, you can select the blue arrow to bring up a dropdown menu, within this menu, you will often see the option to "archive" shipments;

Archiving a shipment isn't the same as deleting a shipment, as after archiving, you will still be able to find the shipment on Shiptheory. However, the main functionality there is that an archived shipment will only appear in the All tab on your dashboard, this means that if you have an order in "Ignored", but you no longer want it to appear in that tab, you can hit archive to have it disappear from view and only show in the All tab.

For some more information on the options for archiving (both automatically and manually) please see this guide here: Auto Archiving Shipments