I created a test room on chat, but I can't see how to delete it.
Only moderators can delete rooms at the moment.
We're still working out the details on room-level actions.
Provided that the room had less than 15 messages or fewer than 2 users that posted, it will get deleted automatically if it is inactive for 7 days. You thus don't have to do anything (other than not post) to get it deleted.
If you need to ensure deletion of a room you own, and you have at least 1,000 reputation, you could set the chat room permissions to Gallery, to make sure that others don't post and keep it alive.