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I note that you posted a command that was, apparently, run in a "root" terminal. (Judging from the "#" at the start of the command.)
If that's the case, may I suggest that you "cease-and-desist" running with "root" privileges until you're more familiar with Linux commands? You can do almost everything except make catastrophic mistakes using a regular account, especially if you've added yourself to the sudoers file.
Note that this is advice only. It's your system, and your problem if you mess up.
And, to answer your question, just unlink (with rm)the file that the link command will have created.
I have to agree with PTrenholme, you really need to do a little reading before trying out commands logged in as "root". Even a Linux for Dummies book (no insult intended) would be a good place to start. Or a Linux tutorial online. Start with the basic commands... and go from there. I used to teach Unix, and the "ls" command was one of the first ones we teach.