Hey, @Ulfnord. Welcome to the Spotify Community!
Deleting a track in your playlist is easy. Here's how:
For more information on how you can edit your playlists, head over here.
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Thank you but what if I want to delete the songs already downloaded? Those who have the greend spotify's logo beside?
I'd like to delete them from the memory, and when I do what you explained it only delete them from my playlist, not from the phone.
Thank you in advance,
Try these steps: