The paradigm shift that vim asks here is to think of normal mode (it is not "delete" mode, it is "normal" mode) as well normal, the place to be. This shift in thinking can take some work to get used to, but in vim thinking, it is the insert mode that should be used more rarely and that it is insertion and insert mode that requires the `ESC` to say "I'm done inserting". (And thus delete line is only ever `dd`; `ESC` is not a part of deletion, it is a part of insertion.)
One of the things that typically helps to get into this mode of thinking is to take advantage of/get used to using the home row "arrow keys" (hjkl) for navigation. Instead of moving your hand to the arrow keys (or worse, all the way over to your mouse), don't leave the home row and try navigating in normal mode with hjkl.
