You can choose whether to nix only that song or prevent anything from that artist's catalog from playing in those algorithmically curated features, and then Tidal will skip the track. If you change your mind, you can review blocked songs and artists in your settings.

Spotify added a similar "Don't play this artist" option recently, though Tidal's version seems to be a little more granular. That's useful if there's an artist you love and listen to often (which will increase the chances they'll appear in My Mix, for instance), but they have a song you loathe with every atom in your body.