If you want to move an item to the Trash, click on it once, then hold ⌘ and press the Delete key. Your Delete key might be labeled “Backspace” but it will work just as well. Note that the item will be sent to the Trash, but not truly deleted until you Empty the trash. This is for your own protection, so you can dig around in the Trash and get stuff you accidentally threw out.
The shortcut is listed in the Finder’s File menu for reference.