To delete an event, navigate to Events from your WordPress dashboard. Note: whether you are deleting a single or recurring event, you do this from the main Event list, NOT a Series.

Now, find the event you want to delete in the list, and click its title to Edit. 

While Editing the event, look for the Publish box on the right hand side, and click the 'Move to Trash' link. If this is a recurring event, you will be prompted by a pop up box to choose how the events should be deleted. Then click the Update button, and clear your cache. 

Note: You can also delete a single or recurring event by hovering over the Event Title in the list, and clicking Trash. However, you won't get prompted as to how to deal with recurring events, it will delete them all.