we never gave the ability to delete the image. We think you will just load another, even one that is solid black.
It is on our todo list Xlights 4.0
If you do want to get rid of the image open your xlights_rgbeffects.xml file in Notepad.
Go to the bottom of the file and look for a section that starts "<settings>"
<settings>
<previewWidth value="888"/>
<previewHeight value="600"/>
<backgroundImage value="C:\Users\Sean_Dell\Documents\xmas2014\4217 Greenfinch new.png"/>
<backgroundBrightness value="44"/>
</settings>
Delete the line that says backgroundImage and save. your image is gone