How can I remove the tracking device installed in my phone

You're going to have to clarify your question, Eric. Are you talking about something that came with the phone when it was made, or something that someone added while you owned it? Are you talking about some sort of app, or a hardware device of some kind that's physically located inside the phone?

All modern phones are equipped with GPS tracking if that's what you're thinking of. It can be turned off by shutting down location services in Settings.

Outside of that it sounds to me like we're getting into conspiracy theory territory. Remember, it's not paranoia if they really are out to get you!