Entries that do not have a star can be removed if you highlight them with cursor own and press the D

Entries that do not have a star can be removed if you highlight them with cursor own and press the Delete key.

Entries that have a star are bookmarks and you need to open the URL in the location bar and click the Remove bookmark button in the edit dialog that opens if you click the star.

If you need to remove a lot then switch to File > work Offline mode to prevent loading the bookmarks.