You can delete messages from any local folder. You should periodically delete messages
from your mail folders to keep them manageable. When you delete an item from a folder
(any folder), it no longer appears in view and is typically sent to the Trash folder. Therefore, the message is deleted
from your personal folder list, however it is not yet permanently deleted from OS X Mail.
You can delete an entire conversation in the In box by clicking on View on the Menu bar and then clicking on Organize by Thread. You would then delete the head message.
Menu Bar
Deleting A Message Stored in an IMAP Folder
Deleting messages from an IMAP folder is much like the process of deleting mail
locally. When you delete a message from an IMAP folder (any folder), it is permanently
deleted from OS X Mail and the IMAP server. IMAP messages bypass the local Trash
folder all together.
Undelete a Message
If you delete an item by mistake, you can restore the item by opening the
Trash folder and then from the main window, drag the message to the In box
or to the folder/mailbox where you would like the message to appear. You may also be able to go to Edit and then Undo from the menu bar
as seen in the example below where the user could "Undo Delete 3 Messages."
Emptying the Trash Folder
As you delete messages, they are typically sent to the Trash folder. Deleted messages remain
in this folder until it is emptied by the user or automatically emptied as set by Mail>Preferences>Accounts>Special Mailboxes.
Under these preferences, you can determine the storage of deleted messages and when deleted messages are permanently erased. These preferences are shown below.
Accessed by clicking Mail>Preferences>Accounts>Special Mailboxes
You should empty this folder on a regular basis to make it easier to use and to conserve
disk space. You should not use this folder as a long-term storage space.
You should be careful when emptying the Trash folder as messages removed from this folder
cannot be recovered.