Uninstall it as you would a regular program, through the control panel of your OS.

Delete the files that were extracted (if you extracted them into an empty folder you can delete that folder).

Aimed at those who use(d) the zip version, as the uninstaller offers the option to delete this folder.

Open the file explorer and type %AppData% in the file path, you should see a HLAE folder there. The full path should be something like: C:\Users\<username>\AppData\Roaming\HLAE

The .xml file inside that folder stores the HLAE launch settings for the game(s) you have injected HLAE into. If you have edited the Panorama UI, you will also have those files in there.

This section only applies to users who did not use the movie making cfg parent folder feature.

Your problem is probably not HLAE related but to the config files or launch options of your game (you might have used and installed a movie making config, that is still installed):

Right click CS:GO in Steam library -> Properties -> General tab -> click SET LAUNCH OPTIONS button. Remove all launch options in that dialogue, except the ones you might want to keep.

2.1) Restore default config in game folder:

Enter the
...\Steam\steamapps\common\Counter-Strike Global Offensive\csgo\cfg
folder and delete everything in there.

Now the game won't function properly, so let's fix that:

Right click CS:GO in Steam library -> Properties -> Local Files tab -> click VERIFY INTEGRITY OF GAME CACHE button.
Let it verify all files and re-download the default files of which some we deleted that are required.

2.2) Clear config in user account specific folder:

Go into the ...\Steam\userdata folder. Then for every [1] child folder in there delete the folder "730" in the child folder (it contains user specifc data for CS:GO, 730 is the CS:GO app id).

[1] Note: this will wipe out all CS:GO related userdata, so if you use multiple accounts on the computer for all of them. If you don't want that you need to figure out the folder number for your account id, but I don't really know how to do that, that's why I recommend to clean all installed accounts' CS:GO userdata.

2.3) This step may not be required, since you probably haven't set the USRLOCALCSGO environment variable:

Only if USRLOCALCSGO environment variable is set: Clear out the cfg folder / files in the folder specified by the USRLOCALCSGO environment variable. More info about the variable can be found here: http://blog.counter-strike.net/index.php/2015/12/13325/

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P.S: In case you decide to use HLAE again:
Use the Movie Making Config Parent folder checkbox and related Browse folder button in the File -> Launch CS:GO dialogue and don't use the Custom Loader. This way you can set a folder where the game will store and read the configuration folder (cfg) from / to when using HLAE. Also you can put your movie making config files there.
That way you won't mess up your config when viewing a demo with HLAE (some demos permanently change config settings, I filed a bug report with Valve software for that, it's the same with TF2, but seems they won't fix it) and also won't mess up your config with the movie making config.
For more info see:
https://github.com/advancedfx/advancedfx/wiki/AfxHookSource#launching-counter-strike-global-offensive