How do I delete an iPhone app?

Hold your finger on any app until they all wriggle, then tap the "x" on the one you want to delete.

Note that the built-in apps cannot be deleted.

What if there is no x to tap to delete? None of my apps have an x on them - even the ones I've bought from itunes ???

You cannot delete native iOS apps, the ones that came with the iOS. However, for others, you might want to check Settings>General>Restrictions and see if you have restrictions turned on for deleting apps.