This can happen from time to time, especially when a video ad has difficulty loading or if the internet connection is weak.
Sometimes, though, if you can't see the "X," simply try to swipe the Ad up to remove it.
If you still encounter any issue closing a certain ad (no "X" marking and swiping it up did not help), submit a support ticket, share as much information with us as possible, and we will assist as soon as possible. :)