When you put an item residing on a local volume (not a server volume) in the Trash, it is moved to one of two hidden trash folders depending on it’s original location. The location of these hidden folders are /.Trashes and ~/.Trash, and they can sometimes get corrupt or damaged. When this occurs, when putting itmes in the Trash you’ll get a alert stating “Are you sure you want to delete? This item will be deleted immediately.”. The fix is to delete the .Trash folders, then reboot (which recreates them). The method I recommend for deleting these hidden trash folders is entering this into the Terminal:

cd /
sudo rm -rf .Trashes
cd ~/
sudo rm -rf .Trash