You can't delete threads. The most you can do is edit your thread topic and body to say nothing - some people like to put "deleted" or just a hyphen). However, you can only do that if it's your own thread.
I wish we could delete our own threads, but we have to work with what we can do, and that's editing the content within the thread.
We don't usually delete threads, but if it's a buying/selling thread in one of our trade boards you should be able to lock it. If it's something else and you strongly want to close the thread, you can create a Contact the Staff post here and we'll see if it's something we can help you with. Or if it's not that serious, you can do as Croconaw said and edit the content out.