[c#] How to delete object?

From any class you can't set its value to null. This is not allowed and doesn't make sense also -

public void Delete()
{
    this = null; <-- NOT ALLOWED
}

You need an instance of class to call Delete() method so why not set that instance to null itself once you are done with it.

Car car = new Car();
// Use car objects and once done set back to null
car = null;

Anyhow what you are trying to achieve is not possible in C#. I suspect from your question that you want this because there are memory leaks present in your current design which doesn't let the Car instance to go away. I would suggest you better profile your application and identify the areas which is stopping GC to collect car instance and work on improving that area.