Deleting blank page from documents

By default, Pages creates a word processing type of document where one cannot use document icons to remove blank pages. All you can do is click on that blank thumbnail, and in that page, place your insertion beam at the very beginning of that page and back space. That should remove the given blank page.

Optionally, if one creates a new Page layout document, then every thumbnail is its own section and page. One can use the secondary menu on a thumbnail to remove it.

See Intro to Pages on Mac - Apple Support where you click on each hyperlinked word-processing, or page layout to see their respective definitions.