Because of the what happened, Plex is requiring that you change your password before deleting your accoung.
If you know your current password, you can change it via Account Settings, bypassing the need for an e-mail from Plex.
https://app.plex.tv/desktop/#!/settings/account
Scroll down to the password section and select Edit. You’ll then be prompted to enter a new password and your current password. Also, check the “sign out of all devices” box.
Once your password is changed, you can return to Account Settings and delete your account if desired (at bottom of Account Settings page).
If the above does not work for some reason, post in this thread: No Password Reset mail received.