Check if sheet exists and delete it using IF ERROR function in VBA

Sub deletesheets()
For j = Sheets.Count to 1 step -1
  If ucase(left(Sheets(j).Name,5)) = "SHEET" then Sheets(j).Delete
Next
End Sub

A better way would be for you to alter the code name of the sheets you want to retain. Perhaps add a prefix to those sheets.
The loop and check the codename rather than name before deleting.

You can change the code name of sheet object within the VBE.