As long as the Customer Return is Outstanding then you can Delete it
To do so:
Open the Customer Return
Click on the Lines tab
click on the line to remove (if there are multiple lines, repeat process for each one)
Click the Delete (Bin) button
Click OK
Once all or required lines have been Deleted, go back to the Header tab
Set some Default Return Actions e.g. Return to Supplier and Credit Customer (you cannot Complete a Return unless Return Actions have been set)
Save
Complete the Customer Return