God I'm embarrassed by how many times I've done this by accident. A confirmation would be nice.
I have had this happen in the past as well. I wanted to reply on a lovely comment I got, but by accident misclicked and deleted it. I felt so bad that I apologized to the person who had left me the comment, since I could no longer reply to it. A confirmation would be nice to prevent this.
I'm always in favor of confirming a delete action before actually deleting. Just a good idea all around.