When you install sample content, you’re actually adding new pages, posts, staff members, navigation menus and so on to your database. Those pieces of content aren’t tied to a theme which is a good thing overall. That way you don’t have to start from scratch every time you change themes.
In this instance though, if you don’t have a backup you can restore, you’ll have to go through your pages, posts, staff navigation and so on and manually delete the imported content. Without a backup that’s the only option.
What I do now when testing out something new, is I make the changes on a copy of my site. That way if anything goes wrong, I haven’t threatened my site. Some hosts make it simple to create a staging site like that.
Take care,
Bill