You could try rebooting your phone and deleting the file. Its possible that a running app or service has that file handle open and won't let you delete it for that reason.
Its also possible that maybe the file is already deleted its just your app that your using to view the file needs to be refreshed. It can't delete a file that doesn't exist.
You could also use TotalCommander to delete the file.
If that doesn't work, you can always plug your phone up to your computer and use adb.
adb shell rm "/storage/emulated/0/Download/Mario Party 7.apk"
(replace /storage/emulated/0/Download with actual file path)