The safest way is to disconnect it from the project by removing all the links to that page. The reason why we don't provide a more direct way is because some users often forgot that they had put links to that page from other pages in the project. Leaving an unconnected PAG file in the project is inconsequential, as PAG files are very small. It may, however, clutter the list of pages. To actually remove an unconnected page you can go in the folder where your project is saved and delete the PAG files. Then they will no longer appear in the list of pages.
A very good way to remove all unused pages and elements is to use Save as. This will create a copy of the project in the specified folder, where all components of a project will be copied, but only those actually used in the project. This includes all elements (pages, images, etc.). Unconnected pages will be left behind. Then you can start over editing with this cleaned up version.