Using git branch --set-upstream resulted in this message:
The --set-upstream flag is deprecated and will be removed. Consider
using --track or --set-upstream-to
Without thinking about it too much and assuming verb-object order, I then tried
git branch --track remotes/origin/X
This resulted in
Branch remotes/origin/X set up to track local branch X
Argh, not what I wanted. The remote was supposed to be tracked, not do the tracking. How can I undo this and set the remote branch not to track anything.
Technically you don't have to do anything at all: you've created a new local branch named remotes/origin/X, which is terribly confusing but not actually forbidden (it probably should be rejected), and that local branch tracks local branch X.
(If you have color turned on, you can see this in git branch -a output: remotes/origin/X will be in black while actual remote branches will be in red.)
The simplest thing to do at this point, though, is just to delete that confusingly-named local branch:
$ git branch -d remotes/origin/X
Even if you have both a local branch named remotes/origin/X and a (really, actually) remote remotes/origin/X (so that both show up in the git branch -a output), the above just deletes the local one. Again, the in-various-colors output from git branch -a can be reassuring here (though I can't reproduce it in SO text).