Would that be in your navigation menu (some categories (category-titles) not showing) or on the front page where yo do not want to see posts from some categories?
For the latter you need something like this:
<?php if ( have_posts() ) : while ( have_posts() ) : the_post(); ?>
<!-- If the post is in the category we want to exclude, we simply pass to the next post. -->
<?php if (in_category('3')) continue; ?>
<div class="post">
<h2><a href="<?php the_permalink(); ?>"><?php the_title(); ?></a></h2>
<small><?php the_time('F jS, Y'); ?></small>
<div class="entry">
<?php the_content(); ?>
</div>
<p class="postmetadata">Posted in <?php the_category(', '); ?></p>
</div> <!-- closes the first div box -->
<?php endwhile; else: ?>
<p>Sorry, no posts matched your criteria.</p>
<?php endif; ?>
Found here: https://codex.www.ads-software.com/The_Loop
