It looks to me like you're inherently using the Einstein summation convention, familiar in general relativity. For the purposes of this question, this means that any indices seen twice are summed over.
When you say $\delta^i_j \delta^j_i = N$, for example, this implicitly means $\displaystyle \sum_{i=1}^N \displaystyle \sum_{j=1}^N \delta^i_j \delta^j_i = N$ which is indeed true since the sum is non-vanishing whenever $i=j$ and this happens $N$ times.
Similarly, $\delta^i_j \delta^j_k \delta^k_i = \displaystyle \sum_{i=1}^N \displaystyle \sum_{j=1}^N \displaystyle \sum_{k=1}^N \delta^i_j \delta^j_k \delta^k_i = N$, as you surmise.
Also $\delta^i_i \delta^j_j \delta^k_k = \displaystyle \sum_{i=1}^N \displaystyle \sum_{j=1}^N \displaystyle \sum_{k=1}^N \delta^i_i \delta^j_j \delta^k_k = N^3$, as you suspected.
Finally, $\delta^j_i \delta^k_j = \delta^k_i$ but this is not a scalar quantity ($\neq 1$). Instead it has a separate value for each index $i$ and $k$. You can think of it as being represented by a matrix whose $(i,k)$th entry is $1$ if $i=k$ and $0$ otherwise (identity matrix in $N$ dimensions).
This is a bit of a simplification of the whole picture but the essence of the machinery is here.