Where is the backspace key on my new Macbook Pro?

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.

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.

Mac tips for Windows switchers - Apple Support