You can click on "Leave Conversation" near the top of the message.
Or, you can use the "Check Boxes" on the left of the Main Conversation Page & select multiple messages you want to delete.
How to send someone a Private Message & Other info
one in every crowd!----LOLturn it upside down and shake it directly over a trash can...
you're likely to find more then one in this crowdone in every crowd!----LOL