2 ways of doing it:
1: open the message you want to delete and then scroll to bottom of screen.
on the left there is a little box you need to tick beside it says delete this message, then hit the big blue button on the right that says delete this message.
2: in your inbox, on the right hand side you will see a little box that coincides with each message. Tick the ones you want to delete then at the bottom of the inbox you will see a blue button that says Selected Messages.
Click that, it will open a drop down menu tick delete option and then click proceed.