You aren't alone. No one can delete a thread even though they started the thread. You can delete a reply that you've made to a thread but not a thread. If you post something that you don't want to have posted, you can edit the content of your post and delete some or all of what you've written. I would imagine that if you really needed to have a thread removed from the board that you could contact a moderator and either they could remove the thread for you or have one of the webmasters delete it.
The screen that you see saying that you aren't logged in is sort of a generic error screen that comes up for several different things. If you look at it, there are three things in the list there. What it means is that either 1 or 2 or 3 is the problem. Number 1 is that you aren't logged in. In the case of trying to delete a post, I think that number 2 would apply, saying that you don't have permission to do what you were trying to do.
