The smallest 'unit' you can select in the left sidebar is a Section.
If your 'Multipage Document' is a Word processing document, and you have not inserted any Section breaks, or otherwise created several Sections, clicking any of the thumbnails in the sidebar will select the whole document, as the only section in that document is 'the whole document.'
To delete a single page from that document, you have two choices:
One is to insert a Section Break at the end of the text on the page you want to delete, and another section break at the end of the text on the page before the page you want to delete.
This isolates the target page on a section of its own. With the two breaks in place, you'll be able to select that section by clicking the thumbnail of the page you want to delete, checking that the yellow 'section boundary' in the sidebar encloses only that page, then pressing delete.
OR
In a Pages Word Processing Document, pages are created automatically as they are needed to hold content.
To delete a single page, delete the contents of that page.
Content of the pages below will move up to fill the space, and the last page of the document, left with no content, will disappear.
NOTE: Best to work with a COPY of the document, as there are complications that may arise if you have images or other objects on the pages below.
Regards,
Barry