If you want to move a selected item(s) to Wastebasket, press Ctrl and Delete together.
If you want to permanently delete a selected item, press Shift and Delete together.
If you want to use Delete key to move a selected item(s) to Wastebasket,
edit ~/.config/nautilus/accels file
( example: gedit ~/.config/nautilus/accels )
look for ; (gtk_accel_path "<actions>/DirViewActions/Trash" "<primary>Delete") </primary></actions>
uncomment by removing the semicolon and change to the command you want to use. e.g. (gtk_accel_path "<Actions>/DirViewActions/Trash" "Delete")