Welcome to the Cloudflare Community. 
The Cloudflare DNS scan queries a list of common hostnames and records the answers. You have a wildcard record in your previous DNS which has caused your DNS to respond to every name Cloudflare queried. It is a one and done, so if you had a bad configuration in your previous DNS you will wind up with that in your new zone.
I have never found a reason to use the DNS scan. I prefer to have the records loaded prior to activation so it skips that step. If you can export you old records, the import function in Cloudflare is also a good method.
That’s mostly background information and ideas for next time. I am sure you want to clean up this zone, and you can, just don’t unnecessarily aggravate yourself by removing the domain from Cloudflare. That will not produce the results you want.
The most efficient way to delete all of the records created by the wildcard is going to be the API. If you do not want to write your own script for that, a Community member has published a free toolset that can help.