Firstly to answer your question; In your admin once you click on members you will see a dropdown option "Pending First Login" and then click on
Display Result.
Then check each one on the left and the click on submit button at the bottom and this will delete all those you have click.
This method is the same process throughout your whole members board, Just check beside the name and submit it to delete.
NEXT; In your Admin under settings>>User Control you will see this "The number of days after which a new user, who has never logged in, will be
deleted.
Set to 0 to disable." (which is the last option) Choose a number and submit it. Then your forum will automatically delete all inactive users after
that many days.