Are you trying to delete a bookmark?

To open the Bookmarks Manager, press the Alt or F10 key bring up the tool bar, and select Bookmarks. Hot key is <Control>(Mac=<Command>) <Shift> B.

Use the search box at the top to locate that bookmark.

Sometimes if you have a lot of icons or a narrow window, your main toolbar may "overflow" and some controls -- including possibly the bookmark star/list buttons -- will be moved to an overflow list. If you see a button with a heavy >> icon, that's the overflow list button.

If that's the problem, or if the icons are just completely missing from the main toolbar, you could rearrange your toolbar to make more space, or move icons around, using the Customize feature. See: Customize Firefox controls, buttons and toolbars.

Oh... if the star is not blue, it is still just an outline, you have not yet loaded the bookmarked page with an address identical to the bookmark. If you can't load it or do not want to load it, please see Fred's post about using the Library dialog to remove it.