You can hide messages, but you can't delete messages from your device. These changes will only be visible on your own device.
To hide a message:
- Select the chat you want to edit.
- Find the message you want to hide, then tap and hold on that message (right-click on some devices).
- Select Hide Message.
To show hidden messages:
Select the group or personal avatar and select Settings, then select Unhide hidden messages.
For a direct message, simply log out and back in to show hidden messages.
Note: You cannot hide messages on Windows 8.