GG13 and anyone else who wants to delete a private message. This works on a PC - don't know about tablet or I-pad, but try it.
Go to your inbox, select that message and click on the title of it so that it is displayed. Just above it you will see two boxes - one is small and blank, the second is a bit bigger and says "Block poster".
Start by clicking on the second to make sure that you don't get any more from that poster. Then click on the first, (blank) one, which will bring up a little window asking "Do you want to delete this post" and giving you the choice to delete or cancel.