If you are new on MacOS, you might find immediately that the delete key is not present or is not in the same place as in a Windows PC. Also, it has a different behavior in some cases.
Delete Key
The Delete key on Mac is represented with an arrow (backspace) or simply with the “delete” word. It does and doesn’t act the same way as the Backspace and Delete keys on a PC. Normally hitting Delete on a Mac will work as a Backspace key. To Forward Delete, normal action of the Delete key on a PC, you have to hold down the fn key and then hit the Delete key. To Delete a File or something once selected sometimes the Mac Delete keys Deletes it and at other times it does nothing other then give you a Chime/Sound no matter what other key you hold down. This is the case with deleting files in Finder. As in Windows the delete key actually deletes whatever is selected all the time.
via [apple.com]