In the menu bar on the left side of the screen, select the "settings" option.

Within settings select "sessions".

On the sessions screen, select the session you want to delete.

On the "session information" tab, select the button "delete" located at the bottom right corner of the screen.

A warning message will show up indicating that you are about to delete the session.

Press "ok".

The session will be deleted and no longer appear on the sessions list.