Why does this MySQL 5.6 stored procedure not compile with MySQL Workbench?
You have to put DELIMITER $$ at the beginning of MySQL script file.

DELIMITER $$
CREATE PROCEDURE spDataLocationSetActive
(             
          IN driveLetter5  varchar(128),
          IN active         tinyint(1)
)          
BEGIN
DECLARE J INT;
Select count(*) INTO J
                        From    DataLocations dl
                        Where   dl.DriveLetter = '/'  LIMIT 1;

IF (J IS NULL) THEN                        


        SELECT dl.Enabled FROM DataLocations dl;
ELSE        
        SELECT dl.Enabled FROM DataLocations dl;
END IF;

END