There are two ways to delete goals:
Delete a goal from the Goals Cascade view
Delete a goal from the detail view of a goal
Delete a Goal from the Goals Cascade View
You can right-click on a goal on the cascade view to delete it. If you want to delete several goals at once, you can click and hold and drag to select all the goals you want to delete, and then right-click again to bring up the menu to delete the goals.
Delete a Goal from the Detail View of a Goal
On the detail view of a goal you can click on the ellipsis icon in the upper right corner and delete the goal from there.