Deleting users with direct queries is not easily done. There are many joins and updates involved. You need to delete the users through the Admin CP, but there is no mass pruning utility so it's one-by-one.
The DELETE is not something you should run. It will delete the xf_user record, but that is only one of many joined tables. For this reason I do not recommend trying to manually delete users with queries. If you want details then refer to the datawriter:
The _getFields() function names the 5 core user tables. The _postDelete() function names many more.