If you delete them, it appears that they disappear, but the next time you open the template or document, the style will reappear. If you rename them, your new name is simply appended to the end of the built-in style name. (Such as Heading 1 through Heading 9.) You can select these styles and easily copy, delete, or rename them. This could, of course, include any of Word's predefined styles.
The style lists for a particular document or template represent the styles in use in that file.