Is there a way to delete a comment from a user story in VSTS?

No, it is not possible to delete a comment. However, you can always post a second comment saying not to read the first one and highlight the second comment in red. This will lead to all users ignoring the original comment as if it were deleted.

Edit: It is now possible to delete and edit comments. Edits and deletions may or may not appear in the history. Still, my original answer was a good workaround for the time.

You can't. The work item history is immutable.