Why can I not delete this box?  Where is the delete message that should appear in the right hand corner?

Move the mouse over the text box and click on the X in the top right hand corner. The Delete box will then appear for confirmation.  GR 

How can you delete the page if you do not want to proceed with it?
Do you have to press 'DONE' and then delete the page from the Pages tab?

​With the page open, click on the Delete box on the left hand side. You will then be asked to confirm deletion of Cancel. GR