It is said that the four pins in every Delcatty's scarf were accidentally left there by Arceus, who moved onto creating the next pokemon and forgot that they had left Delcatty unfinished. It is for this reason that Delcatty make no nests, but like the great beasts of Johto (albeit without their speed) wander Hoenn in search of whatever Arceus left out.
The journey Delcatty take may superficially mirror that of gods, but Delcatty, unlike gods, can not simply run through any obstacle. Their cute appearance is a double-edged sword, for although it protects them from danger, they are desired as pets by humans and mates by many pokemon, neither role which is very compatible with an endless search. Although they will use their charms so other pokemon can power through obstacles, they rely on their haunting song and trickery to avoid being kept in one place for too long. Even a pokeball can fail to hold them at times; if they think their trainer will impede their search, they do not hesitate to run away. A captured Delcatty, no matter how friendly it seems, is still a wild pokemon at heart.
Yet when their search ends, there are almost as many different answers as there are Delcatty. Perhaps Arceus intended this pokemon to be a second Spinda, clad in countless adornments and purposes unique for its species, each chosen by Arceus at the moment of evolution. But more likely, there is no "true Delcatty" design which their creator had in mind; like Man, the only completeness they can find is what they create for themselves.