If the campaign has not been already launched, you can delete step by clicking on trash bin button next to it.
There's no direct way to delete a step in a campaign that has been already launched (you can only delete a step in a draft sequence) - however, you can de-activate the step so that it doesn't get sent to anyone. Just click this Switch off variant button.
Then, you can click to Add message variant button in order to add a new version of this step.