It looks like you need to set the correct encoding when connecting to mysql.
First of all check the default encoding variables:
mysql> show variables like '%character%';
+--------------------------+-------------------------------------+
| Variable_name | Value |
+--------------------------+-------------------------------------+
| character_set_client | latin1 |
| character_set_connection | latin1 |
| character_set_database | latin1 |
| character_set_filesystem | binary |
| character_set_results | latin1 |
| character_set_server | latin1 |
| character_set_system | utf8 |
| character_sets_dir | /usr/share/percona-server/charsets/ |
+--------------------------+-------------------------------------+
If you see something like that then you need to switch your session settings to UTF8
mysql> SET NAMES utf8;
Query OK, 0 rows affected (0.00 sec)
And now you can delete the database with any utf character by simply entering it into mysql console