Nikon D5500 - Protecting Photographs from Deletion

202 Playback and Deletion
In full-frame, zoom, thumbnail, and calendar playback, press the
A (L) button to protect the current picture from accidental
deletion.
Protected files are marked with a P icon and can not
be deleted using the O button or the Delete option in the
playback menu. Note that protected images will be deleted
when the memory card is formatted (0 272). To remove
protection from a picture so that it can be deleted, display or
highlight it and press the A (L) button.
Protecting Photographs from Deletion
A (L) button
A Removing Protection from All Images
To remove protection from all images in the folder or folders currently
selected in the Playback folder menu (0 234), press the A (L) and
O buttons together for about two seconds during playback.