If memory is the main concern, what you can do is move columns around within your array such that the unneeded column gets at the very end of your array, then use ndarray.resize, which modifies he array in-place, to shrink it down and discard the outer column.
You cannot simply remove the first column of an array in-place using the provided API, and I suspect it is because of the memory layout of an ndarray that maps multidimensional indexing to unidimensional byte-oriented addressing within blocks of contiguous memory.
The following example copies the last column into the first and then deletes the last (now unneeded), immediately purging the associated memory. So it basically removes the obsolete column from memory completely, at the cost of changing your column order.
D1, D2 = A.shape
A[:, 0] = A[:, D2-1]
A.resize((D1, D2-1), refcheck=False)
A.shape
# => would be (5, 4) if the shape was initially (5, 5) for example