I don't get how private conversations work

[GravityUtilizer]

Cos I'm 35 and tech confuses me. I fucking missed @blizt asking 'Hey... You there?' two days before he fucking killed himself with SN.

The message is still there in my inbox like some sort of haunted email.

Fuck.

 

[WornOutLife]

You click the option "leave conversation" and it'll be gone forever and ever. (this option is in CHAT - PRIVATE CONVERSATIONS - and then you click the username and select leave conversation)

 

[GravityUtilizer]

You click the option "leave conversation" and it'll be gone forever and ever. (this option is in CHAT - PRIVATE CONVERSATIONS - and then you click the username and select leave conversation)

I mean beforehand. I knew I had a message I just didn't work out how to access it. I didn't realise the sender would be dead in two days.