How do I remove Tag in GitLab repository

Now (GitLab 12.1, July 2019), a developer can remove a (non-protected) tag (not just a maintainer or owner)

See "Developer role can rewrite/remove Git tags"

Git tags are useful for referencing specific points and are typically used for tagging specific versioned releases.

To make git tags easier to use by development teams, we’re adding the ability to allow Developers to rewrite and remove non-protected tags.
Protected tags still require Maintainer or Owner permissions.

The permission matrix has been updated.
See issue 52954.

Obviously you don't have the permission of deleting tags in remote GitLab repo.

Either ask for the owner of the repo to grant you the permission of master or let him help you to delete the tag would help.

# delete locally:
git tag -d <tag>

# delete remotely:
git push origin :refs/tags/<tag>

# another way to delete remotely:
git push --delete origin <tag>