Here's a guess, based on your mention of the yellow box. I'm thinking that you tried to delete the thumbnail, and not part of the document itself. In Pages, each page you create is combined with all the others to form what's called a section. If you look at the thumbnail view, you'll see one yellow box surrounding both of your pages. If you try to delete a single page by deleting one of the thumbnail icons, you'll delete the entire section, which, in your case, is the whole document.
The way around this would have been to follow the instructions given to you previously about highlighting the text in the document, and not the thumbnail icons, then hitting the Delete key. A second way would have been to put a section break at the end of the first page, thus creating two separate sections -- with two yellow boxes. You could then have highlighted the page 2 thumbnail, then just deleted that.
Live and learn.
-Dennis