I'm trying to delete a couple of conversations and when I hit the menu button and delete and click on the conversation like I normally do, it looks like its deleting it but it doesn't delete a single message. Should I go into the messages app and clear the data?
Just hold your finger on the conversation, click delete.
It did it instantly for me.
Or, as you said, just delete them all with the clear data thing.
Hope this helps.
👍
Also if you go into messages, then hit the menu button, then go to delete, you can do individual deleted as well. And change conversation options in settings.