The problem is your if-statement. You need to get the result from the dialog (which will be 'yes'or 'no') and compare with it. Pay attention to the second and third lines in the code below.
def deleteme():
result = tkMessageBox.askquestion("Delete", "Are You Sure?", icon='warning')
if result == 'yes':
print "Deleted"
else:
print "I'm Not Deleted Yet"
, : Python , . , , :
arr = [10, 10]
if arr:
print "arr is non-empty"
else:
print "arr is empty"
, True, False. , if 'yes': .