[PHXFlyer]

Where were the tickets purchased? For travel between what cities? Could you post the itinerary e-mail confirmation you received from Delta. If they were indeed confirmed in first class to begin with did Delta give you any explanation as to why they were switched to coach? Until you post the flight information and exactly what was e-mailed to you in the confirmation we can only guess. Perhaps the aircraft serving the route was substituted for a smaller one which had no first class cabin? That happened to me recently on United. If this is the case they are due a refund between the cost of the first class tickets and the price of a coach ticket on the same routing.

Like I said, though, until more details are given we can only guess.