Sometimes, Word won't let you delete a page break. The fix is usually simple -- although the cause might surprise you.
A friend recently complained that sometimes she can't delete page breaks in a Word document. She can see the break; she highlights it and presses [Delete]. But Word just ignores the action. As you can imagine, she was totally stumped.
Fortunately, the solution was simple, although it's not something you might think of on your own. Here's the problem: You can't delete page (or column) breaks when Track Changes is enabled. As a writer, she frequently works with Track Changes on, and that was indeed the problem. If you need to delete a page break, you must turn off Track Changes, delete the break (make sure you're in Normal view), and enable Track Changes when you're done.
To quickly disable and enable Track Changes, just double-click the TRK section in the Status bar or press [Ctrl]+[Shift]+E.