Although you can delete multiple albums at once in the Picasa desktop app, you can only delete one album at a time using the Picasa Web Albums image hosting and sharing service. However, the process of deleting an entire album takes just a few seconds due to the responsiveness of Google's servers. Consequently, deleting large numbers of albums shouldn't take too long. Be careful, however, not to delete albums that contain important photos; deleted albums cannot be recovered in Picasa Web Albums. To ensure you don't lose important photos, if you no longer wish to share them, you can change the album's visibility settings and make it private.
Deleting Picasa Web Albums
Only your most recent albums are displayed after you log in to Picasa Web Albums, so you need to click the "View All" link next to My Recent Albums to view all of them. The number of photos and album visibility settings are displayed below each album. To delete an album, click it, click "Actions" and then click "Delete album." The album is deleted immediately after you confirm your action.
Making Albums Private
You can make an album private by changing its Visibility setting to "Only You." To do so, open the album and then click the "Edit" link next to the album's cover photo in the right pane. Choose "Only You" from the Visibility drop-down box and then save the changes. You can choose "Limited, anyone with the link" instead of "Only You" if you want to share the album with specific people by giving them the URL of the album. If you choose "Limited" instead of "Only You," you can manually pick the people who can view the album. Note, these people can re-share your album on Google+.