These observations apply to version 4.0.2
It depends on how it ended up being linked to the scene.
If it's not part of a collection that was also linked ( e.g. if it was individually spawned from another scene by Object > Link/Transfer > Link Object to scene). Then make single user and delete as explained in replies above or use Right Click and Unlink from the Outliner.
However if it is part of a collection (other than the Scene Collection) that was also linked (e.g. new scene created by New Scene > Linked Copy or via direct linking of a collection to the scene then it's more complicated since the object is also part of a linked collection and altering the object alters the collection which is shared across scenes.
In that case unlink the entire collection from scene2, go back to scene1 and add/link whatever objects you need individually. Otherwise deleting or unlinking seems to delete the object from all scenes.
Best is to switch the outliner to Scene view and see how objects and collections are linked.