There should be a "Delete" button at the bottom when you select your save file.
You can't delete your autosave though, but it gets automatically overwritten anyway if you start a new game
Viewing post in Is it possible to delete a save file?
I appreciate the quick response. Thank you for explaining it to me. What happened was that I never manually saved and so I didn't realize that the only save file in my file list was a special "autosave" file that couldn't be deleted. It did have the word [Auto] at the bottom of it but I thought that it was just indicating that it was a regular save file that had been last saved via the "autosave" function.