Deleting entities has two kinds of bad effects on the database:
- The MusicBrainz identifiers that have been referenced anywhere (tagged files, links to MusicBrainz from other sites, etc.) will become invalid when the entity is deleted. When merging it, however, the old identifiers will forward to the entity it is merged into, so anyone clicking an old link or looking at their old tags will still be able to find the right entity.
- Even if there's no useful data attached to the entity when you enter the edit, it's possible that someone may enter it before your removal is approved. If so, the recently added data will be lost. Additionally, other sites that use MusicBrainz data (anything from the BBC to Setlist.fm) might be using this identifier already, and deleting it will cause problems that merging it would avoid.
For similar reasons, it is better to merge misspelled artists into their correct names, instead of just moving their releases and/or recordings to the right artist and letting them be auto-removed. This also adds the misspelled version as an alias for the artist, which makes it less likely that the wrong name will be recreated as a separate artist in the future.
As a general principle, if you can solve an issue with any other way than a removal, you should avoid removing an entity (or leaving an empty entity behind for it to be auto-removed).
For instructions on how to merge releases, see this how-to. Most other entities can be merged in mostly the same way, by clicking Merge on all their sidebars and then picking the entity the rest should be merged into.