Do I have to keep the spells from subclasses?

I am pretty new to DnD and so far I have been pure melee class player just because my first DM advised that they are easier to play. Now I am trying to make a spellcasting character for a first time and this is hard.

I want to make a tempest domain cleric and I really don’t want gust of wind spell provided in the third level, but it looks like I have to keep the spells from the subclass spell list, since there is no explanation of the how to use the spell chart under the subclass in the Player’s Handbook. (Or perhaps I missed out and didn’t read something important about it)

Would it be wrong if I replace that spell into something else and don’t put that spell in my spell list?