How to delete all changes from working directory including new untracked files. I know that git checkout -f does that, but it doesn't delete new untracked files created since last commit.

Does anybody have an idea how to do that?

git reset --hard # removes staged and working directory changes
!! be very careful with these !!
you may end up deleting what you don’t want to
read comments and manual.
git clean -f -d # remove untracked
git clean -f -x -d # CAUTION: as above but removes ignored files like config.
git clean -fxd :/ # CAUTION: as above, but cleans untracked and ignored files through the entire repo (without :/, the operation affects only the current directory)

To see what will be deleted before-hand, without actually deleting it, use the -n flag (this is basically a test-run). When you are ready to actually delete, then remove the -n flag:

git clean -nfd