To view your messages, go to the Message Center. At the Message Center you will notice that each class has its own Inbox and Sent links. Click on the Inbox of the class whose messages you would like to view. Click on either the subject of the message or the name of the instructor who sent it in order to view the entire email.
Whether you are looking at your inbox or sent items, you may delete the message by clicking the box in front of the email listings so that a checkmark appears. Once you have checked all the emails that you no longer wish to keep, click the Delete link.