Apple Mail custom keyboard shortcuts

I want to customize keyboard shortcuts for Apple Mail. Do I have to use a key like shift or command within the shortcut? Or can I just use for example "d" for delete? That's what I do in Gmail and Spark, but I followed the instructions for Apple and it won't let me. It doesn't explain why, and I've spent way too much time watching YT videos and trying to figure this out, but no one explicitly says that you must use one of those keys first. Can anyone confirm? If that's not the case, then I wonder why it won't accept the keyboard shortcuts I'm trying to program. Can someone advise on how to troubleshoot? Thank you!