Hi Sheryl,
If those URLs are returning a 404 Error, then you don't need to delete them -- they're already gone :).
The 404 error is simply a response code which says the page could not be found. The likely reason for this is exactly what you said in your question: since you renamed your URLs, you basically deleted the old URL and replaced it with a new one.
In general, there's nothing that you NEED to do, but here are a few suggestions:
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If you link to any of those 404 URLs on your site anywhere, then be sure to change those links to point to the correct, new URLs.
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Were any of these old URLs very popular? Did they get a lot of links and a lot of traffic? Are people still trying to go to them? If so, then you can 301 redirect those URLs to point to the new, correct URLs.
I hope that this helps. If you have any other questions then just let me know.
Phil