If the order is in Open orders and no fulfillment location has been selected then the order is a pending Amazon order, meaning on the channel it will be 'Awaiting payment', the order will appear greyed out in the open order screen and will be parked. 

Once the order is updated on the channel to be paid, this will update the order in Linnworks and the order will be unparked, the address information for the order will also be updated to match the information on the channel. This will allow you to then process those orders from within Linnworks

If you are certain that you need to delete or cancel these orders you must first unpark the order, this can be done by:

1. Selecting the order from Open Orders

2. Right-click > Actions > Bulk Change > Change Status > Unpark Order

Once this is done it will now be possible to delete or cancel the order, please note that if you delete the order you will no longer be able to access this order from within Linnworks and there will be no record of it. If you cancel the order then this will be moved in to the Processed Order screen and you will be able to keep a record of that order in Linnworks.