I'm not sure but:
If you call the delete method with a non transient object, this means first fetched the object from the DB. So it is normal to see a select statement. Perhaps in the end you see 2 select + 1 delete?
If you call the delete method with a transient object, then it is possible that you have a cascade="delete"
or something similar which requires to retrieve first the object so that "nested actions" can be performed if it is required.
Edit: Calling delete() with a transient instance means doing something like that:
MyEntity entity = new MyEntity();
entity.setId(1234);
session.delete(entity);
This will delete the row with id 1234, even if the object is a simple pojo not retrieved by Hibernate, not present in its session cache, not managed at all by Hibernate.
If you have an entity association Hibernate probably have to fetch the full entity so that it knows if the delete should be cascaded to associated entities.