Is there a way to stop Mail from automatically selecting messages? For example when I delete a message, it will immediately select the next one and mark it read. Then if I don't want to read the message yet, I need to mark it as unread.
Press option+delete or option+← to delete an email and not select the next email.
If you use an international keyboard: United states option key may be labelled alt and/or ⌥.
I'm afraid you can not change this behaviour in the Mail.app settings.
Edit: As @myhd pointed out, you can indeed change the behaviour with ⌥ + ⌫ Delete!
I, too, prefer that Mail.app not mark the next message as read. I am also using Yosemite. The only way that I know of to accomplish this is to hide the message viewer:
Mail => Preferences => Viewing tab => select 'Use classic layout'
Now the Mail window only shows the list of Mailboxes on the left (which is optional) and the messages in the current mailbox on the right. (You may need to drag the divider between the message list pane and the message viewer pane all the way down to the bottom of the window.) To view a message, double-click it in the list view and it opens in a separate window. From there, you can close, reply, forward, mark or delete it. If you delete it, the next message in the list is highlighted, but not marked as read until you open it.
Hope this helps.