If you're just deleting the /blog directory and all files in it, then you can skip this.
But if you just want to delete the files in the directory and install something else in there, you should probably make sure that .htaccess also got deleted.
I'm not sure if all FTP clients default to show hidden files, but you'll know if you see a file named .htaccess listed.
If you don't, you can just SSH into the /blog directory and type: ls -all (If it's in there, it will show up)
If it's listed and you want to delete it, just type: rm .htaccess
If you added anything else to .htaccess, then you can just edit out the Wordpress stuff, instead.
Especially important if you're going to one-click-install something else (like Joomla) into the directory, since it will likely fail if the directory isn't empty.
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