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 Delete on the top toolbar to delete the selected messages.
Alternatively, right-click the message. 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 Delete on the top toolbar.
Alternatively, right-click the message and select Delete from the context menu.