This command line option is quite simple and does exactly what the name suggests. If you tell curl to download something into a local file and something goes wrong in that transfer – that makes curl return an error – this option will make curl remove that file rather than leaving the leftovers on disk in a possibly partial file.
The most basic use can look similar to:
curl --remove-on-error -O https://example.com/file
The option is in fact slightly more useful in more complicated cases, like when you want to download lots files in parallel and some of them might fail and you rather only keep the files that actually were transferred successfully:
curl --parallel -O 'https://example.com/file[1-999]'