To delete a post you can press the delete button next to the report button at the bottom of the post.
However i presume you mean to delete a thread that you started, the only way i know it to ask the moderators to delete it for you.
You can indeed only remove a post you created if it is not the first one in the thread. Should you need help removing a post of yours, please just click 'Report' on the post (you can do this even if it is your own), and provide what you'd like us to do with it as the reason for the report. We'll be happy to assist in the vast majority of cases.