I have a million characters sittin around and I have no idea how to delete some of them. I am afraid to go into the xbox memory cuz I might delete an important one since they aren't very descriptive in there. --- "I'm gonna barber the hell outta that hair!" - Butch GT: Po Fry Ri
I'm not sure since I have the PS3 version, but for the PS3 you have to go to the PS3 memory. You can't delete anything from the game menu. It might be the same for the 360 version. --- Eternity shall be spent like this. Beneath silent faces my corpse weeps quietly.
Go to the Memory section.....then Games.....select Dragon Age and you will see a list of all your character save files. Delete all of the files associated with that character to delete the character completely.
If you're concerned about deleting the wrong ones just go in to the game and write down the names of the chars you don't want anymore. In the Xbox memory section the saves are named after your characters.