How do I delete columns? I deleted all but a,b and c and others are
still there. I expected to see columns a,b and c then grey space to
the right. Am I wrong?

I noticed in a website, the following:
You can reduce the amount of Excel memory used by:

* Checking that the Excel's last cell on each sheet is in the
right place: Ctrl-End or Edit--Goto--Special--Last cell. When its
not where you want, for instance because of additional formatting or
recently deleted cells, you can reset the last cell by deleting all
columns to the right and rows below the correct last cell, and then
saving the workbook. Note that since this process will alter any
formulae that refer to the deleted cells you should make a backup copy
first!