Editing a Custom Block I have taken over the maintenance of a site that was built with Drupal 6.x

Prior to this I have no Drupal experience, so I am rolling up my sleeves and getting stuck into how Drupal works, with vcarying degrees of success. 

My problem is this:

There is a menu on the site which I would have presumed was primary navigation, but it turns out to be a block. 

I need to edit this menu, but there are no options to do so under blocks, there is a configure button beside it, but this does not allow me to edit its content. There is no delete option shown either, as I notice some blocks have this option and others dont.

Any ideas where I can find the content of this block so that I can edit it?
You get the delete option in the block configuration page for those blocks that have been created using Add Block option (in Admin >> Site Building >> Block). In your case the menu block in question might have been created programatically using hook_block or any other means that I'm not aware of and the Delete link might not appear due to the same. Suggest that you identify the code/module responsible for generating the block before you proceed on to anything. Also if you wish to replace this block with something more easily configurable I'd suggest using Nice Menus which I feel is a wonderful module