I post on such varied topics (ok, mostly health and denial) that I have gone through the last year-plus of posts and added categories to posts; the list should be found on the upper part of the right sidebar.
I did not see a way in the bulk editor to remove the “Uncategorized” tag from posts, so everything is still in there, as well, but I see little harm.
Hope this helps for newer readers
P.S. I can’t see how to add a category label to a new post (using the “New Post” interface) without posting it and editing it. Any of the WP pros who can help?