Wordpress - Should I delete the default themes?

It's totally up to you — your choice.

To me, when you have a theme enabled other than "TwentyEleven", "TwentyTwelve" or "TwentyThirteen", why do you need them? Especially when you have limited server space issue, and where every kilobyte is important. (But the server space for a Theme is too minor as to be a non-issue. ^{— said Saildude})

But as you said,

Or should I just update them and keep them there for possible troubleshooting in the future?

Yes, sometimes, we recommend trying any default theme instead of the active one to find a bug. But you know, if you have the cPanel/FTP access, you can upload 'em anytime.

And for Security reasons: I don't think a deactivated theme can be a cause of site hack, especially those are provided by WordPress.org. But you know we are talking about the default themes and default themes only - for the others, I have no opinion.

So, to me, it's totally depends on WHAT YOU WANT.

I keep the default themes in place, and keep them updated.

The WordPress Foundation will keep those themes updated with any security issues, so as long as you keep them updated on your site, I'm not concerned with security problems.

The advantage that you have by keeping them is for testing. When you are troubleshooting an issue, it is very nice to be able to switch temporarily to Twenty Twelve and confirm or eliminate your theme code as the cause of the problem.

Keep at least one and the latest if possible.

The reason for this is if your theme breaks it will revert to the default theme and at least display your content.

But also make sure its always updated.

Also for troubleshooting, sometimes you want to activate the default theme to find problems in your theme.