Check in the contacts panel and make sure you don't have any contacts that have multiple email addresses set in their properties. Right-click oh a suspect contact, got properties and make sure there are no additional email addresses listed on the notes tab. A bug can cause mailing lists to be created based on those additional email addresses. Once you fix/delete any problem contacts, delete those mailing lists again and they shouldn't come back. For any contacts that you want to have multiple addresses, just create separate contacts for each address. You can right-click in the contacts panel and create a folder to group them if you want.
If you're not running into that bug, then you're just encountering emails with a List-Id header, which tells Opera that the message is from a mailing list. You can right-click a message and choose "view all headers and message" to check for the header. Maybe you can find the problem messages and block them from coming in again via server-side filtering.
When Opera detects a mailing list message, Opera automatically creates a mailing list view under "Mailing Lists" if the view for that list isn't already there. There's no option to turn that off.
What you can do is right-click in the "Mailing Lists" section and create a folder. Name it "hidden". Then, instead of deleting all those problem mailing lists, drag them into the "hidden" folder and collapse the folder so it doesn't take up as much vertical space.