Open the message, there should be a trash can icon on the right.

@tiny Yes the trash can is there but it does not allow for a selective option . IE:delete all messages-

I only have the one message so I can't try it to see if it deletes everything.

Edit: After doing some looking I think I see how. To the left of a message you should see an icon with three dots and three lines. That's a list of all of your messages. Click the icon, select the message you want to delete and right click that message. In the context menu that appears select Delete.

I think I got it. After deleting the messages the listing still showed so I went back and selected the "wheel icon" to the right and got 3 options and one was to delete the message listing or turn off or hide. Maybe I should have studied Egyptian hieroglyphics in high school. Just the header above is enough to give me a headache.  Thanks for the help.