If the price you want to delete is a discount in one of your price list zones (eg the student in the example below), you can delete it as follows:
Click on "in detail" in the zone the dicount belongs (column "discounts")
Select the discount and
Click on "delete".
Deleting the entire zone or price list is not enabled.
You can however, not assign tickets to a price zone you don't want to use.
In the example below, if we don't assign any tickets to Zone B, only Zone A will appear on the ticket sales page.