In this case, it is unnecessary to use delimiter because the function definition contains no internal ; statement delimiters:
mysql>
mysql>
mysql> CREATE FUNCTION hello (s CHAR(20)) RETURNS CHAR(50)
-> RETURN CONCAT('Hello, ',s,'!');
Query OK, 0 rows affected (0.00 sec)
mysql>
mysql>
mysql> SELECT hello('world');
+----------------+
| hello('world') |
+----------------+
| Hello, world! |
+----------------+
1 row in set (0.00 sec)
mysql>
mysql>
mysql> drop function hello;
Query OK, 0 rows affected (0.00 sec)
mysql>
mysql>