I have imported few data sheets into SF - sandbox. But there are quite a lot of duplicates being created.

I want to delete the data using Apex Data Loader. I am new to the this data loader. When I login to the data loader and Use the 'Delete' option, it asks to select the SF object. This is fine. But then it also needs a CSV file. I am here to delete the data.(Not import/Update). Kindly help me