Hi simona121,
Thanks for coming to Apple Support Communities for help today. It sounds like you aren't allowed to delete an email in Mac mail.
Try the steps here: Rebuild mailboxes in Mail on Mac.
If that doesn't work, let me know further details.
Have you shut down Mail and re-opened it?
Is the email in your inbox or a folder stored on your Mac or email server?
Do you have an IMAP or POP account? What email provider is this?
Have you tried deleting the email in webmail?
Does mail allow you to perform other actions with the email? Can you forward it for example?
Have a fantastic day!