Large List >5000

1) I uploaded a list with 39,000 items. Now I cant delete it without the error "The attempted operation is prohibited because it exceeds the list view threshold enforced by the administrator".

So how do I delete it???

2) I cant access Central Admin to change throttle because it is SharePoint 365/Online and I don't think I have the proper form of Powershell (its blue (Windows PS), not black). So how do I use a large list??