You can sue in several places including the place where you were when you made the internet reservation, the place of embarkation, the place of destination and the place where Delta has its offices.
But I can't tell what is your problem other than Delta did not print your ticket which you booked with expedia. If you book on line, it is your duty to print your ticket. But even without a printed ticket, for an on line booking you can just walk up to the airline check-in counter or their check-in kiosk and check in.
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