Have you added an Assignment Activity to the course homepage, or have you added the column for some grade manually via the gradebook interface?
To delete manual column - go to Grades > Categories and Items, click deleted icon near the not-needed grade item.
To delete the assignment activity, go to the course homepage, click Turn Editing on, click Delete icon near not-needed assignment. This will delete corresponding grade column in the gradebook as well.
Are you a student or a teacher? If you are a student you will have to contact your teacher about this. If you are a teacher Elena has suggested steps to delete the Assignment activity from your course. If you have entered a grade to someone's assignment submission you will be able to use the 'Update' link to change it.
I hope this helps