In SQL-Server you can do It in multiple ways.
You use STUFF in following:
SELECT col1,
STUFF(col2,1,1,'') as [Col Without First Comma]
FROM tbl
WHERE col2 LIKE ',%'
or you can use RIGHT
SELECT col1,
RIGHT(col2,LEN(col2)-1) as [Col Without First Comma]
FROM tbl
WHERE col2 LIKE ',%';
or you can use SUBSTRING
SELECT col1,
SUBSTRING(col2, 2, 255) as [Col Without First Comma]
FROM tbl
WHERE col2 LIKE ',%';
UPDATE
As per your comment you can update in the same ways too:
Using SUBSTRING
UPDATE tbl
SET col2 = SUBSTRING(col2, 2, 255)
WHERE col2 LIKE ',%';
Or using RIGHT
UPDATE tbl
SET col2 = RIGHT(col2,LEN(col2)-1)
WHERE col2 LIKE ',%';
Or using STUFF
UPDATE tbl
SET col2 = STUFF(col2,1,1,'')
WHERE col2 LIKE ',%';