Not sure about Outlook 2010 Data files

  I restarted my Outlook 2010 Outlook.com account today and when I began I already had a data file present because when I shut it down a while back Outlook would not let me delete the remaining data file. Something about having a place to store messages. Anyway I created my Outlook.com account and now I have 2 data files, the original which is default and the new one which really doesn't have a file location and it says it is not available. This is a part of Outlook I am yet to understand. My default data file is the one where the messages are stored why is the other one even important. I went to delete the one that was just created and says not available next to it, but it brought up a box that says,"One or more of my accounts are delivering messages to this data file. If I close or move this data file, your accounts that deliver messages here are updated to deliver new messages to my default data file. Do I wish to continue?" I was going to click yes but I thought I would wait till I got an answer from someone in the know. Should I delete the data file that says not available or leave it?