Pressing  the key "L" while over an object displays the word "Locked".  
This locks the object under the cursor, preventing it from being deleted.
Caution: Do not press the Delete key while the cursor is over a locked object ,as an object(s) directly behind the locked object  may be deleted.
But a bigger concern is the Lock function does not prevent imported meshes from being deleted.

The scene

The tree is locked.  

Cursor over the tree and delete pressed