How do I get rid of column on right that has pages, categories, search, etc?

Sounds like you want to modify your theme. How comfortable are you with CSS? If you aren’t comfortable with PHP, I’m guessing you might be able to throw in a display:none; for your sidebar and adjust the styling on other elements accordingly. Could be wrong though; the success of that would probably depend to an extent on what theme you’re using. Can you post a link to your page? If I can get to the page, I can get a good look at the CSS and how it relates to everything. I might be able to find some changes you can make to get that sidebar out of there. As a side note, future questions of this nature should be posted under the Themes and Templates section.

If you just want to get rid of them, go into your dashboard, click the design tab, then widgets. The things on the right side are all of the things on the sidebar. You can remove each one. For most themes, however, the left column will not expand to fill that space; it will be empty. If you want your blog posts and such to fill that space, you’ll have to follow viiadesign’s advice. See the docs–there are good tutorials covering all that stuff.