How do I Delete geometry? Separate objects are one piece? I'm new to Blender but versed in Rhino, Sketchup and AutoCAD. That of course means my approach to creation has been influenced by those programs.

I read that to delete in Blender I must be in Object mode. I'm trying to delete the tapering tube. However, the two objects are one and "delete" removes everything. Shouldn't they be separate objects? I didn't combine or join. Can someone layout the method to delete a single object? 
Win 10, Blender 2.80
If you want to have the objects separated go to edit mode instead of object mode, then select one mesh pressing "L" while your mouse is over the mesh you want to select, then press "P" to separate the selected mesh into a new object.

When you're in edit mode it doesn´t matter if you add a new cube or cilinder it will be part of the same object you were editing on first place.