If you wish to delete your photos in the Gallery widget, please follow these few steps:
1. Click Edit link on the top left-hand corner of your Gallery widget. A dialog box will open up with a list of pictures you currently have in your gallery.
2. Beside the picture you wish to delete, click on the "trashcan" icon. This will automatically remove the picture from the list.
3. Click Save and your Gallery will now be updated with the latest changes.
You may also like this tutorial:
Wow visitors with a picture gallery