1. Go to either the main Accounts or Contacts page on left sidebar in the CRM.
2. You will then see "All Accounts" and "My Accounts" buttons at top, or "All Contacts" and "My Contacts" when on contacts.
3. Click on "My Accounts" or "My Contacts"
4. On these pages you will see check boxes next to each contact or account. You will also see a check box in the top header row.
5. Click on the check box in the header row and you will be selecting all records displayed and can then do a mass delete by clicking delete.
The reason the select all check box is only on My Accounts and My Contacts is so that only you can do a mass delete if you are linked with other users to prevent other users from delete your records.