Looking back (received comment from nmtokennmtoken), I found I have completely misunderstood the question.
QGIS toolbar has a Select Feature(s)
tool. When you click on small black triangle, it opens a drop-down menu. You will see Select Features by Freehand
.
Now you can draw the selection polygon following the contour line you see on the WMS background image. These selected points can, of course, be deleted at once.