newbie file delete question

Been using pc's for 20 years and feel really stupid asking this one but...new to Mac and I just lost my entire trash bin of files when all I thought I would empty were the ones I highlighted. I know there has to be a way to delete individual files! what did I do wrong?

When you select "Empty Trash," it does just that...everything in your Trash can gets obliterated, leaving you with an empty trash can. The Trash is not a safe place for files; don't put anything there that you're fond of.

You can delete individual items from the command prompt (Type "rm<space>" and drag the item into the terminal, then press Return) but not from the Finder.