If it's your first delivery, we'd suggest keeping them! They might come in handy keeping things cool for a summer picnic.
The gel in the ice packs is a food-grade non-toxic gel, that has considerably better thermal properties than water. We use this as it keeps your fresh produce colder for longer. It is perfectly harmless and can be poured down the sink. The outer plastic can be recycled dependent on your local recycling scheme.
If you receive a frozen delivery you'll receive dry ice instead - find out more here.