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.