Although it is a bit confusing to figure out what you really want and need to know about Delius because of your very general question, I am happy to attempt to give you some ideas as to Delius' interesting life as well as a few ideas on a few themes and thesis ideas you could use if you are preparing to write an essay.
Delius' life is quite unique! The simplest (and most boring) generalization is that Delius was an English composer during the time of World War I. However, there are many details of his life that make it interesting. Delius was absolutely in love with composing music, so much so that even though he was encouraged (and then forced) to go into business management, he failed and went back to writing music. The business he was forced to manage was an orange grove in the United States, in Florida. Even though this attempt failed, it turned out to be an important part of Delius' life because he became vastly influenced by the African-American music he heard in Florida and incorporated it into many of his future musical compositions. He spent some of his early life in France (obviously being a philanderer) and, after his short Florida stint, made it back to France (which he preferred over his native England). He had a beautiful relationship with his wife, Jelka. They stayed together and lived in France for the rest of their lives. Unfortunately, due to his stay in Paris during his philandering days, he contracted syphilis and suffered its effects (blindness, etc.) for the rest of his life. In addition to being influenced by African-American music, Delius was also influenced by famous composers such as Wagner and Grieg. The result was an interesting combination of compositions all with a focus on chromatic harmony.
Grieg's airy texture and non-developing use of chromaticism showed [Delius] how to lighten the Wagnerian load.
In looking closely at Delius' life, the ideas that could be focused upon enough to write an essay are numerous. If you would like to focus upon Delius' music, I would write about the three major influences: African-American music, Wagner, and Grieg (a perfect set up for three body paragraphs). If you wish to get more controversial, you could talk about the venereal disease syphilis (what the disease entails, how Delius contracted it, and the results). If you would like to focus on geography more, it might be interesting to create a body paragraph about each country that became the focus in Delius' life: England, the United States, and France.