When is it preferable to use a Dialog box as opposed to an Activity in Android? From my understanding, anything you can do with a Dialog box you can also accomplish with an Activity. Are there any tasks that can only be accomplished by an Activity or a Dialog?
Well why exactly would you want to start a new activity just to ask the user "Are you sure? Y/N"? Dialogs generally run on top of the activity, and are usually smaller activities or notifications for the user. They also usually have something to do with the process of the app running. It helps make things simpler to open a dialog to prompt the user on top of your activity, than to start a new activity atop your current activity.
Is what you're doing worth a new Activity? Do you need to be able to start it through an intent? Do you really need to create a new Java class for it?
If it's a straightforward dialog that displays a text and has simple hooks for positive/negative/dismissal functions, definitely use a dialog.
If you have something complex, you may want to go for a full-blown activity.