Where is the backspace key on my new Macbook Pro?

Or put another way:

On a full size Mac USB keyboard, there is both a "backspace" key, labeled delete, and a "forward-delete" key labeled delete[x>

On any Mac Keyboard (with or without a forward-delete key) holding the fn key while typing delete will effect a forward-delete.

Hey there!

The backspace key is the delete key on your mac. It does everything the backspace key does on Windows PCs.

PCs also have a dedicated delete key. If you ever need to achieve this kind of functionality while typing a text on your Mac, simply hold "fn" (function) and press delete.

Mac tips for Windows switchers - Apple Support