By default, WordPress displays the categories in the menu bar. If you don’t want them, you can’t just remove all the categories. At least one category should be present. And a post has to be categorized.
The solution is to hide the categories’ items of the menu bar with the following steps :
- go to your WordPress dashboard
- in the left menu, go to Appearance> Theme Options
- expand the Navigation panel
- check Hide all categories
- save changes
Now your categories does not appear anymore in the menu.