Get hold of your iPhone and unlock it by swiping it across the screen. Go to the Messages app in your iPhone after unlocking it. It is usually on your main screen, unless you reorganized your icons and placed in one of the other home screens. If you still cannot find it, use the search option present on the left of your home screen to locate your Messages app.
Tap the arrow at the upper left to select a conversation from the given list. Click Edit at the top right of your screen.
Click the red circle at the left, and a “Delete” button becomes visible on the right.
Press the “Delete” button to delete the entire conversation.
To remove individual messages from the conversations, go into any conversation that has the messages you want to remove.
Press “Edit” icon on the top right corner of your screen within the conversation. You will see a small empty check circle besides every message.
Mark the messages you want to delete by tapping them. Click the “Delete” button on the bottom left of your screen.
In case you do not want to delete any message, simply press done to exit the app.