How to delete a Feature?
The first thing you will want to do is disable (and uninstall) the feature module.  That doesn't always remove everything the module initially created.  Once that feature module is uninstalled however you can go in and manually delete the content type and anything else that was left on the site.

Some additional detail can be found at this other question.  It provides an example of how the feature module can add an uninstall hook to unlock the content type. Looking at the query used in that example you should be able to run the query manually and unlock the offending content type.