Hello ,
This error simply means that the instance you are importing the package into already has a delivery with primary key = 39594402.
So there are two solutions :
1>. Delete the delivery with primary key = 39594402 if it's not required in the instance the package is imported into
2>. Change the contents of the XML package to update the delivery ID to some value which does not exist as a key in the nms:delivery table in the instance the package is imported into .
Regards,
Adhiyan