You have a series of adjustment points on a bandsaw. As you've noted, blade tension is one of them.
There is also a tracking adjustment which tilts the upper non-driven wheel.
The manual states to remove power from the saw by unplugging it.
Disengage the guides above and below the table so they do not make contact with the blade. If necessary, remove the blade cover from the bed, also to prevent contact while adjusting.
Adjust the blade tension according to the manual. It's important to note that the tension is lower for smaller blades, higher for larger ones. A few videos I've seen support the concept that too much tension is worse than too little, so err on the low side if you are uncertain.
The small triangular knob on the right side of the enclosure at the top wheel is the tracking adjustment. Adjust by eye the top wheel to near vertical at first, to provide some assurance that the blade will remain in place during adjustment. A long straight edge placed across the diameter of the wheel will help in this eye-ball adjustment.
Turn the top wheel by hand and adjust the tracking with the knob. Note that one direction on the knob will move the blade in one direction, relative to the crown of the wheel.
Once you have the tracking properly adjusted, re-position the upper and lower guides as noted in the manual.
If you don't have the manual, consider a search for "delta 9 band saw manual" as there are multiple resources for your saw. Additionally, searching for tutorial videos is also useful for tuning a band saw.