Ah I see. These are Comments, left on your Pages or Posts.
You can moderate / delete comments from your Dashboard via the Comments section.
You can disable Comments on a per page / post basis by unchecking the "Allow Comments" box. If you don't see this when editing a Post or Page you can enable "Discussion" via the Screen Options tab at the top.
To disable them for all future Posts and Pages you can change the settings in Settings > Discussion.
See the Comments in WordPress Codex for further details.