How Do I Delete my entire Library from Music in OS Catalina

The database, the media, or both? The database will typically be ~/Music/Music/Music Library.musiclibrary where ~ is your user's home folder. If you've upgraded from Mojave or earlier your media would usually be in ~/Music/iTunes/iTunes Media, although that assume that you've not moved it elsewhere at some point, and that you never used iTunes 8 in the past. Music > Preferences > Files will show you the designated media folder, although it is possible to have content in other locations connected to the library.

If you delete the database and empty the trash Music should create a new empty database for you on next launch. If you're signed into your Apple ID this should show all of your unhidden past purchases with cloud links that you can use to download them. They can be streamed without downloading if required. If you have either the Apple Music or iTunes Match services then you will see additional content in the cloud. You can then import the media you still have, or discard anything that you don't want.

If you want to delete the media in your library you can use ctrl+A to select all, in say the Songs view, or use shift-click to select ranges & cmd-click to add and remove individual items from a selection. You can then hit the delete key to remove from the library, and when prompted you can send the files to the trash or keep them, depending on what it is that you're trying to achieve.

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