How to delete a character written by console in Java?

What you are looking for is the \b character that is the retroceso or backspace .

Using it to erase the three points ... as your example, it would be:

int puntos = 0;
final String PUNTO = ".";
System.out.print("Conectando, espera");

while (condicionQueSeCumplaAlAcabarElProceso) {
    if (puntos < 3) {                       // comprobar cuantos puntos hay
        System.out.print(PUNTO);            // poner un punto
        puntos ++;                          // indicarlo
        try {
            Thread.sleep(1000);             // esperar 1 segundo
        } catch(InterruptedException ex) {
            Thread.currentThread().interrupt();
        }
    } else {
        // aqui hay que borrar los 3 puntos ¿como se hace?
        puntos = 0;                         // resetear
        System.out.print('\b\b\b');
    }
}

An example of how to use it with numbers to represent the percentage would be:

public static void main(String[] args) throws Exception {
    System.out.print("Progreso: ");
    for (int percentage = 0; percentage < 100; percentage++) {
        System.out.print(percentage + "%");
        Thread.sleep(1000); //Simulamos que algo tardado pasa acá
        int length = String.valueOf(percentage).length() + 1;
        while (length-- > 0) {
            System.out.print('\b');
        }
    }
    System.out.println("Proceso finalizado!");
}

Important: The console must support the \b character. Some consoles (such as the IDE) do not support it by default.

This is an example of what you want, based on what our friend Gepser shares, it is important to use \b for the elimination of the character " . ":

        System.out.println("Inicia proceso.");
        System.out.print("Conectando, espera");
        int puntos = 0;
        final String PUNTO = ".";
        int counter = 0;
        while (counter < 100) {
            if (puntos < 3) {                       
                System.out.print(PUNTO);            
                puntos ++;                          
                try {
                    Thread.sleep(500);             
                } catch(InterruptedException ex) {
                    ex.printStackTrace();
                }
            } else {
                puntos = 0;                         
                System.out.print("\b\b\b   \b\b\b");
                System.out.flush();
            }
            counter++;
        }
        System.out.println("\nTermina proceso!");

Print the points one by one and then delete them to start the sequence, appendix demo here

exit:

Conectando, espera.
Conectando, espera..
Conectando, espera...
Conectando, espera.
Conectando, espera..
Conectando, espera...
...
...
...
Termina proceso!