You'll need to create the filter on the Filter dialog's Advanced tab, using Message Class, contains, task (or ipm.task) to show only task items.
While you can't delete the To-Do List or set the Task list to be the default folder, you can create a custom view that hides everything except tasks. My Tasks are in Tasks, and I am constantly selecting that list to view, but Outlook thinks it should default back to the To-Do List, which is not where my Tasks are. I have a problem with the To-Do List under My Tasks in Outlook, in the navigation pane. Some users just want to see tasks, not flagged messages, and would like to delete the To-Do list or set the Tasks folder to open by default: Not everyone likes the To-Do List opening as the default folder when switching to the Task pane.