And I was actually just trying to reply to a guy on the comment thread. How do I remove it?

You can't, but a quick scroll through the tickets page will reveal that you are far from the first person to make this mistake. The admins will simply reject it whenever they get around to it, no harm done.

EDIT: In fact, it turns out you're not even the first person to make this specific forum thread today. topic #33611

Boo, terrible punchline.

People reading that title ("So I made a complaint ticket") without thinking it's a joke will probably think you're being a troll and bragging about reporting somebody, it's better to keep the title more obvious and complete, such as "Accidentally hit report instead of respond"
You can also run a search and find that others already made threads on the subject.

furrin_gok said:
Boo, terrible punchline.

People reading that title ("So I made a complaint ticket") without thinking it's a joke will probably think you're being a troll and bragging about reporting somebody, it's better to keep the title more obvious and complete, such as "Accidentally hit report instead of respond"
You can also run a search and find that others already made threads on the subject.

I opened it thinking it was a "hey why haven't the admins got to my ticket yet" post.

You accept your death, and ready yourself for the moderator beating stick. But nah, if I notice an admin is active on site I'll poke them and ask them to close my mistake ticket