Unable to Upload Photo Due to Wrong theme pathway.

Hi, I am having trouble uploading a photo from my PC into a post. When I attempt to, I get the error message “Unable to create directory /wp-content/themes/panorama/header_images. Is its parent directory writable by the server?” The panorama theme is the theme I was using previously and have changed it to the Amazing Grace theme.
Three questions:
1. If I delete the panorama theme in my FTP client with godaddy, will that damage or erase any of the posts, images and content on the blog?
2. How can I change the path the photo upload would like to take so that it communicates to the correct theme?
3. Am I missing something?
Thank you anyone who can help me.
~Monica