deleting messages

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well, im still remotely new to this website. i am learning more and more every day that i am on here. but there is one thing that i cannot figure out lol. when you send and receive messages with friends... is there a way to delete them? are they visible to anyone who visits your profile? do they just go away on there own after awhile? i mean, i love getting messages and responding to them, i just have no reason to save them lol. so if anyone could please let me know what the deal is, i would really appreciate it!! thanks have a wonderful mylotting day!!