My approach would be to keep the device and rename it to something such as “unknown device.” Then set the “notify me when the device turns on” option so that you get messages when Sense detects the device as having turned on. Those notifications may help you figure out what the device is. At that point you can rename it with the correct name.
Definitely not. Deleting it would have no positive results because of the way Sense data collection works. A better approach is to set it to notify you when it turns on/off, so you can better determine what it is. You can also rename it if you like, but that really doesn’t matter at this poiunt
Sense takes a while to accurately detect devices, and you are barely at the starting gate.