There are two ways to delete products.
1. After opening the item that you want to delete, select
"More Options" >> "Delete Product" from the right corner buttons and confirm it.
2. The second method is preferable to use, If you want to delete bunch of products simultaneously. Select the items that you want to delete and from "Actions" drop down list please select "Delete".
Once you’ve clicked "Submit" button a popup box will appear asking you what to do with "Linked Magento SKU" and confirm your decision to delete the item.