Sidebars in WordPress are theme dependent. If you switch from one theme to another you are likely to loose all widgets in those sidebars, if the sidebars use different naming. And this can cause a mess after the switch.
And you can remove each widget manually from each sidebar and than set them up again. But, if you have many sidebars and many widgets in them, best solution is to use GD Press Tools Pro tools for that. Open Plugin Tools panel, Administration tab, and you will see Reset Widgets block like on the image below. Simply click on Reset button, and all widgets will be removed from all sidebars.