I mouse over it every time I aim for "Play" and hope I don't miss. Move it somewhere or allow us to LOCK it via settings. Thank You.
Don't worry. To delete a character you have to introduce it's name, before it gets deleted. It will not get deleted if you just hit the button ;-)
You have to confirm a deletion by typing the characters name, so it isn't really possible to accidentally delete a character when you meant to play him.
I've heard somewhere that you need to type in the character's name before it'll delete the character, but I might be wrong. /me ducks.