Samsung GALAXY NOTE EDGE User Manual page 120

Delete Conversations
You can delete all the messages you've exchanged
with another person.
1. From the Home screen, tap
Message+.
2. Touch and hold a conversation you want to delete
and tap Delete Conversation > Delete.
Note: Locked messages are not deleted unless you
select Delete locked messages before confirming the
deletion.
Applications
Apps >
110
Protect a Message from Deletion
You can lock a message so that it is not deleted even
if you delete the other messages in the conversation.
1. From the Home screen, tap
Message+.
2. Tap a conversation to display it.
3. Touch and hold the message that you want to lock,
and then tap Lock message on the pop-up menu.
A lock icon displays on the message.
Apps >
Message+