I created a progression character by mistake. I created a second character so I could play, but how do I delete or remove the progression character?

you can not, as a matter of fact, you better stick to the progression character and complete the progression pass quests for fast power up, after which you will be able to first exchange, then transfer the progression equipment to any character of your liking, and just forget about the latter, well, until you'll have the possibility to delete it, if you still persist