• To uninstall other apps, drag the app to the Trash (the Trash is located at the end of the Dock), and then choose Finder > Empty Trash.

  If you change your mind, before emptying the Trash, select the app in the Trash, and then choose File > Put Back.

  Warning: When you empty the Trash, the app is permanently removed from your computer. If you have any files that you created with the app, you may not be able to open them.

The Dock doesn't contain real programs, those are what's called "Aliases" or Windows users would know as "Shortcuts" which direct to the actual program, file or folders located elsewhere. To show the location of the real item in the Dock, right click and select Open > Show in Finder. The item there is the real thing, that's what is dragged to the Trash to delete (then Finder > Empty Trash to permanently delete it). 

To delete the icon off the Dock, merely drag it's icon off onto the Desktop area and release, it does a puffy smoke thing and disappears.

If you see a question mark icon in the Dock, that means there is a Alias that doesn't know where the original file is located, likely the original file was moved or deleted. Thus when clicked changes to a question mark like it's asking "Where is it?". To remove the question mark, simply drag it off the Dock onto the Desktop and release.

Most Mac OS X applications (anything that ends in .app), like Safari and iTunes, are bundles. The application icon you see in Finder (typically the Applications Folder) is usually a special folder itself, made to appear as a single double-clickable file. These "folders" contain all, or at least most, of the files needed to run the application, ie they are self-contained. This means that to uninstall these applications, you only have to drag them to the Trash. If you control-click (or right-click) on an Application icon, and you see "Show Package Contents", then it is a bundle.