You can't delete index.php file from root directory, instead of that you can remove index.php from the url.
You have to define default controller first, then do follow steps
Have the.htaccess file in the application root directory, along with the index.php file. (Check if the htaccess extension is correct , Bz htaccess.txt did not work for me.)
And Add the following rules to .htaccess file,
RewriteEngine On
RewriteCond %{REQUEST_FILENAME} !-f
RewriteCond %{REQUEST_FILENAME} !-d
RewriteRule ^(.*)$ index.php/$1 [L]
Then find the following line in your application/config/config.php file
$config['index_page'] = 'index.php';
Set the variable empty as below.
$config['index_page'] = '';
That's it, it worked for me.
If it doesn't work further try to replace following variable with these parameters ('AUTO', 'PATH_INFO', 'QUERY_STRING', 'REQUEST_URI', and 'ORIG_PATH_INFO') one by one
$config['uri_protocol'] = 'AUTO';