Here's how to delete a message from your Inbox:
1. Click on "Messages" at the top of the page, in gray.
2. On the left side of each message is a check box. Check the box next to the message you would like to delete. (You can also delete all email on that page, by checking the "select all" box at the top)
3. At the bottom of all of your messages, there is a button that says "Delete Checked". Click on the "Delete Checked" button and those messages will be deleted.