I saved all my pictures from my phone to OneDrive, but now I want to delete them off my phone. Will all my pictures still be saved on OneDrive?
Yes, if you delete the photos from the phone, the photos that have already uploaded to Onedrive will stay there. Be careful though, some apps, like the photos app that shows pictures from your OneDrive can also delete from your OneDrive - I'd always delete photos when connected to my PC (actually, I always do it by moving the files to create a second copy)
If you're on your Windows 10 Mobile, just uncheck For items stored both here and on OneDrive, delete the OneDrive copies too.