How to uninstall xonsh?
Finally I've uninstall it. I think it may be good to answer my own question because it is not answered specifically for xonsh in all the Internet.
 First: Changing the default login shell
This is done just by running chsh -s /bin/bash in the command line.
See: How to uninstall zsh.
 Finally: Unistall xonsh
Now that you can use your previous terminal configuration you only need to uninstall it using the tool you used to install it (conda, pip, macports, homebrew...). In my case it was homebrew so I've run brew uninstall xonsh.
EDIT: as @BradPitcher writes in the comments  if you take these two steps in the wrong order, you may run into the error &quot;Your shell is not in /etc/shells&quot;. You can workaround this problem by running sudo usermod -s /bin/bash.