In July 2011, the social networking website Facebook changed the way it sends, delivers and displays messages between registered users. The old system resembled an email mailbox, while the one that replaced it automatically saves all messages sent between users in an instant message-style format until you manually delete them from your "Messages" page. Messages you deleted from Facebook in the past cannot be retrieved.
Locating the Message Section
When you log in to your Facebook account, locate your Message section on the left side of your Facebook home page, where you'll find a list of options, including News Feed, Events and Friends. The second option down on this list is Messages. Click on this link to go to your message inbox.
Messages are listed in the order they were received; newer messages appear on top, while older messages appear on the bottom. Gone are the boxes next to each message that allowed you to mark a message as read or unread or to delete it directly from the inbox. The new system lets you mark messages as read, unread or as archived; the option to delete a message directly from the inbox no longer exists in this screen.
How to Delete a Message
To delete a message from your Facebook account, first click on that message in your inbox. Once you do, you'll be directed to a new page where the message and all previous messages from that friend are displayed. At the top of that page is a box marked "Actions." When you click on that box, a drop-down menu appears. The fifth option from the top in that drop-down menu is "Delete Messages." Click on this, and boxes appear next to each individual message in the thread. Either click individual messages and select the "Delete Selected" button at the bottom of the page, or click the "Delete All" button to remove the entire thread from your account. Once you delete a message, it is gone -- there is no way to bring it back.
An Alternative to Deleting
If you don't want a message to clutter your inbox but aren't ready to delete it, there is another option. Facebook's messaging system gives you the option to archive messages. On the far right of each message in your inbox is an "X." By clicking on this "X," you archive that message and all threads related to it. Once a message is archived, it no longer appears in your inbox. Instead, you have to click on the "Search Messages" box in the upper right of your inbox and select "Archived Messages" from the drop-down box to access it.