How to Uninstall Xtreme Download Manager When ‘remove’ Fails

Java is not dangerous. It can be if the application using it was not using it properly thus creating holes and such. That doesn't mean that using Java automatically makes you vulnerable...because it doesn't.

I wouldn't use Java unless I absolutely have to because Java uses a lot of resources to do simple things so I much prefer native applications instead.

With that said, what Olupot Douglas said regarding the removal is close.

sudo apt-get remove xdman

that will remove the xdman package.

sudo apt-get autoremove

that will remove all unnecessary packages...packages that were installed but are no longer being used by any other packages. This applies to any packages not being used, not just xdman.

sudo apt-get purge xdman
or
sudo apt-get remove --purge xdman

Purge will remove config files as well as uninstalling the app. If you did this then that is odd that it is still showing xdman content in your dash.

Java still being installed after uninstalling xdman is expected because just uninstalling xdman doesn't mean it will also uninstall Java. First, try the autoremove option and if that doesn't remove java then reply here and I will give you some other commands to use. (but autoremove should work)

This Telegram app just installs a .desktop file, its icon and a folder where it saves its data:

Remove the folder with the Telegram and Updater file.

Then run:

rm -Rf \
  ~/.local/share/icons/telegram.png \ 
  ~/.local/share/applications/telegramdesktop.desktop \
  ~/.local/share/TelegramDesktop