You will not be able to remove a message from your Inbox without first viewing the message.
To remove a message from your inbox, just swipe left on the message you wish to remove!
Please keep in mind that it is not possible to resend or retrieve a message once it has been removed.
Some messages will be automatically deleted after they are opened. An example of this would be Jet Set challenge result messages! These messages also cannot be recovered after they are removed from your inbox.