Thanks RIba.
DEL will delete whatever is currently selected (or most recently selected). In general, if there is no "confirm delete" window then the action can be undone (via CTRL-Z). We don't show a confirmation window for deleting track-points, map components etc or else that would get a little clunky I think.
If you could post (or email) more info on any palette issues you are having that would be useful - neither of those behaviours should happen, but be aware that the latest version of RM2 does fix a problem with fixed depth SR palettes so check you are updated to that version.