Delete a page is a two-step process: 1) Unpublish, then 2) Delete.
1) Unpublish: Select the "More Options" link at the bottom left of the editing window. It appears next to the "Save & Publish" (or "Published")button.
Your page is now no longer visible on the live site, but it is still visible in draft. Proceed to Step 2.
2) Delete: From the same "more options" menu, select "Delete draft."
Your page will be archived in site history and remain retrievable for at least a year.