Mozilla's help says to highlight the entry and press delete or shift+delete, but it doesn't work.
This is a mistyped site name that comes up in autofill in the URL bar.
The only thing I've found that will work is to open up the full history page, search for the bad URL, and delete all entries. But that's not very convenient considering how often mistyped URLs happen, and if there's an easier way I'd like to know how.