remove space before tracks in song

If I recall correctly, you can't delete empty space. If you use the PRV to enter a note the length of the area you want removed you can then delete that and select delete hole. You would have to do this for EVERY track you wanted to remove measures from.

Selecting all won't work by itself but you can use it with the Time Ruler to select just the parts you want to move. Let's say you have 4 measures in front you want to remove. Use Ctrl-A to select all then click in the Time Ruler at the top at the beginning of Measure 5, then drag the mouse all the way to the end of your project. Then you will be able to drag the selected clips where you want them. Use snap to grid if you want to start dragging from the exact spot of the measure.

If you have used nudge to move tracks before, wouldn't it be easier to use nudge to move everything to where you want the project to start? You can set Nudge to move data in any increment available in snap to grid, including measure. The Nudge will only affect the beginning of the clip, not the data in it.

If you have (for example) 4 empty measures at the beginning of the song, you could:
Set the cursor at the start of Measure 5, click Ctrl-A (to select everything), F9 (to only select what's AFTER the cursor), and then Process/Slide.
Set the slide to -4 measures.

Oh, according to Jimmy you might have data in those early bars that you want gone? 
In that case put the cursor where you want to start the project, click Ctrl-A, F10 (to select what's before the cursor) and then click 'Delete'.  Then follow my other suggestion to move the project back to 0:00:000.