Run p4 opened
to see all your opened files and run p4 revert
to revert them.
Then run p4 changes -c your-client-name -s pending
to see all your pending changelists. Since in the first step you reverted all your open files, these changelists will all be empty. Run p4 change -d change-number
to delete each empty pending changelist.
Then you can run p4 client -d
to delete your client.