I clicked on additional options as mentioned at Deleting a channel on slack.com but all I can see is "archive" button, no "delete" (I just created the channel, there is no message yet).
To delete a channel:
- Open the channel
- Click on the cog icon to open "Channel Settings".
- Click on additional options
- Click on "Delete this channel"
If you don't see that option you might lack the rights to delete it. Also not that this only works for public channels. Private channels can not be deleted from the Slack client.