No you won't loose any unlocked skills nor any progress in the Hall of Monuments.
You will loose the character and everything on it so best is to make sure you strip him naked (salvage the armor he has, salvage his weapon or put it in the chest for future use. Also put the belt puch nd extra bags in the xunlai chest).
When you salvage the armor you'll only get a small bit back of what you put into the armor but all small bits help right?
Edit: just to add. There are not many mitakes you can make that can not be undone at a certain part of the game. So unless you need the characterslot it might be wiser not to delete a character. Even if it is only for the yearly birthday gift. (each time your character is 1,2,3,etc years old it gets a birthdaygift in the form of a free miniature, even after I go to GW2 I will be checking my characters in gw1 atleast once every few months and sell the miniatures so the gw1 economy will be getting new ones)
Last edited by akelarumi; Aug 12, 2012 at 12:42 PM // 12:42..