I don't know if many people are aware of this but if you are in the Load/Save game screen, pressing the Delete button instantly deletes whatever save you are currently highlighting. This needs a confirmation badly, just now I was in the process of saving my game and exiting and happened to press delete by mistake and deleted my current game. Obviously in this case it wasn't really a problem since I was still inside the game, but if I'm actually starting the game up to load my save then I would've lost my saved game and I would've been real angry (at myself, and the lack of a confirmation too ).

The simple solution is to be careful and keep it in mind of course, but shit happens and adding a confirmation dialog like "Are you sure you want to delete SavedGameName?" would be a welcome addition to the UI. Furthermore I found that the same thing happens in the diplomacy window during beta. If you press "I Declare War" button then you instantly declare war which is really annoying as well since the Trade button is right below it. Confirmation dialogs for these 2 things are needed imo.

What other things have you found that need confirmation dialogs? Please feel free to add them here!