Right click it and choose Delete.

If that doesn't work, click the Firefox button, go to Bookmarks, Show All Bookmarks.

Find it in the list and you should be able to delete it in there.

Opening in the side bar is the default for bookmarks that are created via a link or button on a website.
You can check the Properties of a bookmark via the right-click context menu in the side bar (Ctrl+B; Cmd+B on Mac).
In the Bookmarks Manager (Bookmarks > Organize Bookmarks) you can click the More button in the Details pane at the bottom right.
Make sure that "Load this bookmark in the side bar" is not selected.

I did that because it was clicked and I un checked it....tried right click but nothing popped up

Then use the option to delete it via the Bookmarks manager.