Steps to stop Gmail Email Forwarding:
First try clicking on the gear (Options, Not Settings) in the far upper right. Don't click on the gear for your email. Look in the upper right corner.
Go to Mail Settings
Then Hide your accounts under Import Mail and Contacts.
You will then be able to delete the accounts.
Direct link to Google Help for the steps above: Gmail Email Forwarding
Still not working? If Gmail is still receiving emails from your other accounts, log in to those accounts and go into the settings. Gmail changed my settings in Hotmail to automatically forward to Gmail.
Here's how to stop Hotmail from forwarding to Gmail:
Go to Options, then More Options
Under Managing your Account, click Email Forwarding
Click Don't Forward and Save
Important links: Gmail Email Forwarding