The branch 'xxxx' is not fully merged.

The error code says:

warning: not deleting branch 'second' that is not yet merged to
         'refs/remotes/origin/second', even though it is merged to HEAD.
error: The branch 'second' is not fully merged.
If you are sure you want to delete it, run 'git branch -D second'.

Force deleting is never a good idea.

It seems that git just wanted me to push my changes to the second branch before deleting it.

This worked for me:

$ git checkout second
$ git push origin second
$ git checkout first
$ git branch -d second

ref:

http://stackoverflow.com/questions/12495756/why-doesnt-git-allow-me-to-safely-delete-a-branch/12520718