To delete a list, you can click on the little arrow to the right of the List name and select "Delete this List". You can only delete a list that is empty. A list with "completed" items is not considered empty and consequently you first have to delete all the tasks in the list before. To see you "Completed" item, select Options/Filters and tick the "Completed Items" checkbox. Then delete the items and you will be able to delete the list.