This is similar to @terraloader's answer, but I wanted to give it more context.
This is the best non-Javascript solution for adding a line break in a Semantic UI tooltip.
Add the following rule to your stylesheet:
[data-tooltip]::after {
white-space: pre;
}
And then, in your data-tooltip
attribute, use the 

*
Here's how:
<span data-tooltip="If you want to remove
this item from the
list, click here.">
<i class="red delete icon"></i>
</span>
* This is the HTML-Encoded Line Feed character (using a hexadecimal value). You can also use the decimal notation
. Either way, they are functionally equivalent to \n
which is a Line Feed.