How do I delete a file whose name begins with "-" (hyphen a.k.a. dash or minus)?

Use "--" to make rm stop parsing command line options, like this:

rm -- --help

Or you can do

rm ./--help

Use find to do it:

find . -name '--help' -delete

And this is a good method because if you have more then a few files like this that you can delete you can get a preview list of the files by simply running find without the -delete option first, and then if the list of files look good just run it again with -delete.

In fact, you avoiding rm in favor of find (especially with preview first) is a good habit that will help you avoid mistakes with rm * that will inevitably bite you some day.

Note, though, that find will recurse through all your subdirectories, so you might want to run it with a subdirectory depth constraint like this:

find . -maxdepth 1 -name '--help' -delete

which limits the find to the current directory.