Windows - %LocalAppData%\UNDERTALE
Linux on Windows - %LocalAppData%\UNDERTALE_linux_steamver
Linux - /home/<username>/.config/UNDERTALE_linux_steamver/
Mac - ~/Library/Application Support/com.tobyfox.undertale/
Switch - Go into Data Management in Settings and delete all Undertale data.
PS4 - Go into Saved Data in Storage and delete the Undertale Sava Data.
PS5 - Go to Settings, to "Saved Data and Game/App Settings", to "Saved Data (PS4)", then to "Upload or Delete from Console Storage" and delete Undertale's save data.
Xbox - Go into "Manage Game and Add Ons", go into "Saved Data" then your user account, go to the save file and select "delete everywhere".
 
Config.ini does not have to be deleted every time as this only stores language and controller configurations.