Starting over without having to load drums and instruments

why when i record a track and then try to change the the instrument while on the same track does it completely mess up what ever i recorded and i cant get rid of messy sound i created nor can i delete the mess. Undo can only remove so much. Once that happens i have to shut down and start again cause i cant remove the unwanted sounds i created by simply flipping through the different instruments. Huge stumbling block for me that preventing me from progressing

I'm not sure what "change the instrument" means, but I think you just need to create a new Track. Highly recommend that you check out the MPC Bible and do a few of the tutorials that are included. Best $40 you'll ever spend.

Try switching tracks instead of 'instruments' (do you mean 'programs?')
You can assign different programs (sounds/kits/keygroups,etc) to each track.