First, make sure you're signed in. Then navigate to your Special's Content page, and scroll down to the section where your videos are. You will need to select the Property you wish to edit to ensure the video you want to delete is visible.
Click on the bar associated with the video you'd like to delete.
A video details window will pop up. Scroll to the bottom of that window, and you will see either the "Save Draft" or "Save Changes" button on the bottom right. There will be a 3 dot menu to the left of this button. Click that 3 dot menu to open up the "Delete Video" and "Make Video Private" options (making a video private is also referred to as unpublishing a video).
The last step is to hover over and click the "Delete Video" option. From here the video will be deleted and no longer visible on your channel, or from within your Creator Studio. Once it's gone, it's gone!