KABlog

Following queries will single Magento orders.

set @increment_id='100000001';
select @order_id:=entity_id from prefix_sales_order_entity where increment_id=@increment_id;
delete from prefix_sales_order_entity where entity_id=@order_id or parent_id=@order_id;
delete from prefix_sales_order where increment_id=@increment_id;

where prifix_ is your database table prefix if you use one.
100000001 is the order number that you would like to delete