Change words on tkinter Messagebox buttons

No, there is no way to change the text of the buttons for the built-in dialogs.

Your best option is to create your own dialog. It's not very hard to do, and it gives you absolute control over what is in the dialog widget.

Why not open a child window thus creating your own box with your own button like this:

from tkinter import *
def messageWindow():
    win = Toplevel()
    win.title('warning')
    message = "This will delete stuff"
    Label(win, text=message).pack()
    Button(win, text='Delete', command=win.destroy).pack()
root = Tk()
Button(root, text='Bring up Message', command=messageWindow).pack()
root.mainloop()