If you are thinking about removing an entire lesson from your course, you will be able to do so by following the steps below (and video):
Step 1: Select the course you wish to edit
Step 2: Once you land on the Course Content page, you will be presented with all of your lessons for that course, which may be under different Sections.
Step 3: Select the small square button next to the name of the lesson you wish to delete.
Step 4: Click "Delete" towards the top of the page and your lesson will be permanently removed from your course.