By mistake a create a new list that I don't need and I want to removed it, delete it, disappear it, from my board. Can somebody let me know how can it be done.
Click on the drop-down arrow in the top-right corner of the list and choose archive list.
Once archived, you can get these items back (this works for cards & lists) by selecting Options -> Archive Items, this displays a list of archived cards with a link at the top to switch to archived lists.
From the unarchive screen you can unarchive or delete cards, but only unarchive lists.