Try this: Open your Messaging App. In the list of messages, hold down on the message you want to delete. On my smartphone the screen changes a bit by putting a checkbox in front of every message and the one I was holding down on now has a checkmark in that box. (Add a checkmark to any other messages that you like then), click the Trash Can up at the top right. That's all there is to it.

 

Thanks for the suggestions. As it happens, after I made the original post, it occurred to me to try the long press trick to see if I could get a context menu that would allow the message to be deleted. Unfortunately, I was a little clumsy and managed to inadvertently touch the message briefly rather than touch and hold, with the result that I opened the thing. Sure enough there was a clickable link, which needles to say I avoided. But having opened it, I had no trouble deleting it. Since I didn't open the link, I think it is likely that no harm was done.

I'm not a big texter, so at the moment I don't have another message to experiment on, but there is little doubt that the touch and hold would work exactly as SpywareDr describes