OnyX is a great program that can help automate any number of system tasks without having to turn to Terminal where real errors could occur with a misplaced keystroke.
I have never heard of someone hosing their system running OnyX, but that doesn't mean it hasn't happened. Any program can mess up your OS is you do not know what you are doing.
If you want to remove it, either run the uninstaller (if it comes with one) or use Spotlight to find the files and pref files associated with OnyX. Drag them to the trash and delete them.

