If you are hell bent on moving everything to the left, make sure there is at least some data in the range to be deleted.
Then do a select all (ctrl + a), highlight the range you want deleted, go edit > delete and make sure "Delete Hole" is checked.
This will not work if there is no data "in the hole" hence why I said there is at least something there to be deleted.
If you're working with Midi data, I would leave 1 bar blank space at the beginning.