Hello @kempermusic
As for test products and customers, you can remove them massively using built-in 'Delete' button. As for orders, there is no such possibility.
On one hand, it is understandable, since orders contain payment information of clients and removing it (even accidentally) can be considered as fraud. On the other hand, when your site is still under development you need to test everything, including payment transactions in order to check if they are functioning as expected.
Thus, you might have a bunch of test orders and no 'delete order' button. The way our are - tackle the problem right in database or get extension that will provide you option to remove test orders.
Check this article for the details - https://www.mag-manager.com/useful-articles/magento-orders-management/how-to-delete-magento-test-ord...
