destroy a wall that is useless
Brick Walls are usually load bearing or non-load bearing. Generally you can identify them by their width. While not "best practice", in some cases a connecting non-load bearing wall may act as a lateral brace to a long load bearing wall. This may be an issue in an earth-quake prone area where bracing walls are very important. Check with your local building codes for that.

Other than that, make sure you disconnect/reroute all services that run through- and inside and then demolish away. You may want to perforate the wall first, by either cutting it or drilling holes, especially where you want to disconnect the wall from the building. 

The impact of a sledgehammer might cause unwanted superficial damage outside the area you are busy demolishing. Perforating and then using a crow bar/ripping bar may be a better solution.