You would click on Manage FBA Shipments, and click on the shipment that you want to cancel. Towards the top of the page, you would click on Prepare Shipment, and then if you scroll down from there, you should be able to "Void Charges." Once you void the charges, you can then scroll down to the bottom and select “delete shipment.”
*Note that you usually only have 24 hours to void the charges
Can I delete a shipment?
How do I void shipping charges?