From your screenshot I can see you are one of the organizations set up with the new behavior that changes sections and permits both list and board views for a project as described in "Tab+N" our new shortcut to create Sections .
To delete a section, first make sure it has no tasks in it (including completed tasks; you may need to change your view/filter to All tasks). Then click on the “…” beside the section as shown in your screenshot and choose Delete Section.
Larry