You can delete a post by hitting the edit post button. On the top of the edit page is a Delete section.
If you delete the first post in a thread, you will delete the whole thread!
Also note you can only delete your own threads. But remember, if there is a post you find which you believe requires deletion on the grounds that it is not suitable for this (G rated) site, pass it on to a moderator ASAP and they can do something about it!!
A simple solution to the problem is NOT to delete the post using the Delete function but to delete the contents of the post using the Edit function by over-writing it with an apology and a brief explanation why the original message was removed.
I guess the problem would exist for someone who is new, who just wants to delete a post after a reply has been received.
I've seen it happen, even for the edit function, in another forum. People spend a lot of effort to help someone, and in the process, leave something of value to people who come later with similar problems.
The person who asked the problem is happy with the answer, so they delete the contents of their original post. The whole thread becomes pointless.
In this situation, the mods can fish into email notifications and restore the post, but it's a bit of a pain.
The thread delete might be better disabled (except by a mod), if this (or the next) version of the software allowed it.