you have to go to the editor you are using to build your site and remove the blog link if that is the link you are referring too with your question
just because you delete the file doesn't mean the link goes poof from your site YOU have to edit your page to also remove the navigation bar link and then publish your page again
even i have the same problem. in the visual and text editor,on the left side where files are displayed ,i right cliked on the file and tried to delete a file. but nothing happens.
