Not Mexican plum - Prunus mexicana, the Mexican plum has simple leaves, with serrated edges. It does not have compound leaves with 5 leaflets.
Your tree has compound leaves with 5 leaflets. This narrows down possibilities. It could be an ash of one type or another, genus Fraxinus.
It could also be a hickory, genus Carya.
Both Fraxinus and Carya are mediocre to poor subjects for bonsai. I won't say impossible, but they are unlikely to yield satisfying results. Large leaves that don't reduce sufficiently, and coarse branching habit, will not develop a fine twiggy structure.
There is a European species of Fraxinus that does make pretty good bonsai, but "this ain't it".
Whether or not you keep it is up to you. I would not get "future bonsai hopes" up too high.
Had you found a real Prunus mexicana, it does make excellent bonsai, and would be well worth the effort.