I had originally submitted it in Google Search Console so it could be indexed. I have deleted my blog post. After deleting, it is showing me a "404 Not Found" warning for that blog post.
What should I do to remove the warning?
You should do nothing. If you deleted a page that Google used to index, you should expect to see a "404 Page Not Found" warning in Google Search Console. Google has already de-indexed that page and is letting you know that it has done so. Google shows that warning in case the deletion was accidental and you need to fix your page.
As long as you meant to delete the page, A 404 error won't hurt. The rest of your site will continue to rank fine. At most you should ensure that you remove the links on your site that pointed to the content that has now been deleted. See SEO (or other) problems with a 404?