How do I remove a disk image that I created myself?
The disk image itself is basically treated as a file by Finder. So, after ejecting the disk image (assuming you had it mounted), all you need to do is delete the disk image like like you would any other file. 

For example, right-click on the disk image and select the Move to Trash option and then empty the trash. Likewise, you can just select it in Finder and use the commanddelete keyboard shortcut to move it to trash and then empty it.