There is one bad thing in Facebook. It do not want to delete anything from the server. So it has made the deletion work hard. You can not delete your Facebook profile. It also do not allow users to delete messages directly. So it has made an option of archiving messages. So most of the users send Facebook messages to archive in place of deletion. When you open any message on Facebook, you will only see 2 options in front of it. These are "Mark as Unread" and "Archive." So most of the users think that Archive is the way to delete the message. But all the messages which are archived can easily be accessed.
If you also want to access all the messages you have saved in the archive. Follow these steps and see:
Login to your Facebook account.
Go to messages.
Scroll down the message page and see the links under the label "View". Here you will find a link "Archived".
Click on this link and see the new list of messages.
These are the messages which you have sent in the archive.
There is one more important thing about Facebook messages. Facebook links all your messages into a single conversation. If you have sent a conversation to archive. It will no longer appear in inbox. But it will re-appear and will be back into inbox when you again have a new conversation with the same person.
So you should delete message permanently if you really want to delete message. Sending it to archive can create privacy trouble in future.
Follow these steps to delete the message permanently.
Login to your facebook account.
Now go to messages and see the list of messages.
Here open the message which you want to delete.
Now click on the action button just above the conversation near the conversation search.
Select "Delete Messages" in the drop down menu.
Now this deleted message is no more in your inbox and cannot be recovered.