It doesn't have any items in it. Should I just click, "DELETE. This will seriously delete these items." then?

Yes, its not checking to see if you have items, its just a warning that will show up whether you have 0, 50, or 100K items in there.

thanks :) I was nervous pressing it, because I thought it might delete the other shop. Silly I know>.>

No problem. I've made enough mistakes onsite that I know its always good to double check these things.