This was true before the merger but will become more common as Delta and Northwest combine their routes and schedules. What you bought online is known as a codeshare. Although assigned a Delta flight number the flight is actually operated by Northwest. Since it is operated by Northwest it will also have a Northwest flight number which may or may not be the same as the Delta flight number. Delta and Northwest still maintain separate reservations systems and because you purchased your tickets from Delta and are actually flying on Northwest operated flights the record of your reservation is assigned a unique confirmation code in each reservation system.
Since your flights are operated by Northwest if you want to check in online or select/change your seat assignments you should use the Nortwest confirmation code on Northwest's website
http://www.nwa.com. When you arrive at the airport there have been some changes you should be aware of. If the airport you are departing from has combined their ticket counter and gates you should go to Delta to check your bags and follow signs for checking in on a Northwest operated flight. If the airport hasn't combined the operations yet just look for Northwest.
Don't listen to the "gloom, doom, hellfire and brimstone" predictions that were previously posted. What occurred is normal and always happens when there is a codeshare involved. "Butch" is just trying to scare you.