Home Screen

Hold your finger over it until it picks up and then drag it to the bottom of the screen where there is a trash icon.

 

if you hold it down you will see the arrow at the bottom of the screen becomes a trash can

 

Just as the other people posted here touch and hold the icon -- this is referred to as a "long-press"...

Long-pressing many items can reveal hidden options...

so be adventurous and long-press everything and you will find hidden treasures in almost every app ...

the other thing is when in an app is pressing the Menu key ... to also reveal more options...