Android:
To delete personal messages in the app, just press and hold the message you would like to delete. When prompted with a pop-up confirmation, tap delete. You can delete a thread or messages, or just a single message.
iphone:
To delete personal messages in the app just swipe from right to left on the message you would like to delete. You can delete a thread or messages, or just a single message.
Web:
If you are accessing through the website, it is not possible to delete messages at this time. We are planning on releasing this feature at a later date.