I've never had any problems with deleting a pin. Here's how I do it. Find the image (i.e., open the board it's on and click on the pin). Then click 'edit'. There's a 'delete pin' button on that page. Click on that and then you've the option to cancel or to delete.
BTW, there was a thread on here a few weeks ago with people putting links to their boards, you'd probably find it if you search for 'pinterest', and then be able to waste spend even more time pinning.
I've become a bit addicted. Managed to work out how to do it but the other day I was able to delete a pin, today when I try ( go to the pin and go to edit then delete) it only asks whether I want to save the pin? Boring I know.....but there must be ome one who can help!!