When you generate a webwallet in TezBox, it is recorded in your browser. This is why when you go again to the page you have a "Welcome Back" message and just have to enter your password. You have a "Clear TezBox" link at the bottom of this page to say that you don't want to interact with the last used webwallet but an other (that you will create or restore).
You can always restore this wallet later with your mnemonic words.
Beware, make sure you have noted your mnemonic words and no just the password before clearing the wallet.
Note that if you want to avoid having to restore the existing, you can open TezBox in an other browser or in a private session of the same browser (but in that case, the wallet won't be memorized). This method also allows you to use two webwallet at the same time if needed.
The Tezos application is sadly not yet available for Ledger Blue (and it is not sure it will).