I just succumbed to this too. I bought gold to make a second character but spelt the name wrong. So I just backed out and deleted it so I could re-do it and then BAM no more character. Why didn't they add a box that notifies you that this is permanent? I was under the assumption that the 10k gold cost was for a character slot, not the entire character itself. So yeah, it would be nice if it explained this before you press delete rather than the basic "You sure? yes/no".