How can I delete an address (private key) in the list of received Bitcoins?
I don't think it's possible to delete addresses from just the UI.

You can delete addresses completely using Pywallet. However, unless you back up the key first, this means that you will not have access to any coins sent to these addresses (either future coins or existing coins which have not moved elsewhere).

The many addresses will be more manageable if you label them. You can even simply label each as "Z" to put them at the end of the list when sorted by label.