The default lists are called Smart Lists, and they cannot be completely deleted. They can, however, be archived.
You can do this from two places.
From the friends/lists page.
On this page, scroll down to the list and click on the Pencil icon to the right of the Smart List. For Smart Lists, you will be given the option to "Archive" the list. For custom lists you have created, you will be given the option to "Delete" the list.
From the List page itself
If you navigate to the list itself (from either the sidebar on the left, or from the list of lists), you will find a "Manage List" menu in the top right. Clicking this will give you the option to "Archive List" amongst a few other actions.
Clicking Archive List from either place will prompt you to confirm that you really want to do this. Once archived, the list will only be accessible from the Friends/List page, but will no longer show up in the sidebar or any of the selectable lists/groups when you normally post something to Facebook.