You can only delete a default security group if it does not belong to the default VPC Network.
Delete a security group as follows:
- sign in to the VPC Network details page;
- all security groups connected with the VPC Network will be listed in the Security Group section;
- find the one you want to delete and click on the three dots ... at the end of the line;
- select Delete Security Group from the list of options;
- the Delete Security Group pop up will open asking you to confirm;
- click on Delete Security Group to finish.