Launch Cortana (using the pinned tile or directly from the app list). Now tap the icon on the very top right (three lines). Next tap "remind me". You should see the reminder in question right in this list. Tap and hold that reminder and choose "delete". "Complete" should work as well.
I assume you've set it to be a reocurring event, which is way it's still displayed on your lockscreen.
Old thread, but still relevant - so thanks
dKp1977 - first site I went on lookng for the solution and noticed your solution, followed the simple instructions and was able to view to manage any and all reminders set.
I look forward to seeing how Microsoft builds on Cortana -- saying that, I'd have waited a bit longer, in order for Microsoft to fully prepare their newest features, like Cortana, and their new Microsoft Edge which I can see a lot of potential with the browser, only if they had actually finished it pror to releasing W10, as extensions such as Symantec's Norton Security toolbar & vault which I use on IE, Chrome & Firefox.
Anyway, sorry for going off topic. Again
dKp1977, thank you for providing the solution to everyone.