There is no delete option on the pedal itself, you can only save over the Program slot in the list with another Program.
If you select a User 2-4 list, these are populated with INIT Programs. You can save one of these INIT Programs to a slot on the User 1 list, and that is effectively the same as deleting that Program from the list using H90 Control.
We recommend using H90 Control for Program and list management since it is more straightforward.