You don't want to delete it, but neither should you be seeing it. In order to return your desktop to its default setting, do the following:
1. Open Terminal.app (Applications > Utilities > Terminal.app)
2. Copy and paste the following command into the Terminal window (do not attempt to type it):
defaults write com.apple.finder AppleShowAllFiles FALSE; killall Finder
3. Press 'return' on your keyboard.
Your desktop should be back to normal. You can quit Terminal now.