Any Category with a non-zero value for # of Posts in the Administration > Manage > Categories cannot be deleted. The uncategorized Category might be assigned to some Posts, but all Pages are assigned the uncategorized Category. So even though there may be no posts assigned to the uncategorized Category, Pages are included in the count of # of Posts.

The default category cannot be deleted even if it is empty, however you can specify your default categories for posts or links on the OptionsWriting page of the admin panel.