You can delete custom messages folders that you no longer require or that you've created accidentally.
Note that Received, Sent, Deleted, Draft, and Scheduled folders, which are provided by default, cannot be deleted.
Go to Messages.
Select Messages from the Tool Menu in your site.
Select the Folder Settings option.
Select the Folder Settings option associated with the custom folder that you wish to delete. Note that Folder Settings is not available for default folders.
Select Delete.
Select Delete from the available options.
Confirm deletion.
Select Delete to confirm that you wish to delete the custom folder.
Note that this action will also delete all messages stored within the custom folder.