If you go to this page, you will see a number of buttons. Choose the one that says My Themes. Then you will see something like the following IF you have created one or more themes:
There, you see the delete link to get rid of a theme you have created. It's possible you make have to cease using a theme to actually delete it. So, keep that in mind. Hope this works for you.
How do I delete an existing theme? I can't find any button to do that!