You can delete a single message or a multiple messages at a time.
To delete a message:
Select the messages that you want to delete.
Click the Delete icon in the top toolbar to delete the selected messages.
Alternatively, press the right button of the mouse. This opens a drop down menu. Select Delete in the menu to delete the message.
Also, press the delete key on your keyboard to delete the selected message.
To delete multiple messages, perform the following steps:
Press the Control key and click all the messages you want to delete.
Click the Delete icon in the top toolbar.
Alternatively, right click on the message and select Delete from the context menu.