Delivery receipts allow you to determine how many of your messages have been delivered successfully. They are passed back to your account by the carrier, and as a result there may be a small additional cost for each receipt.
Delivery Receipt requests are managed centrally under Settings > Numbers > Settings Tab:
When would I turn off delivery receipts?
Without delivery receipts, you will have no ability to track the delivery rates or effectiveness of your campaign, so we do not recommend turning them off.