Under your message you will see "Report", "Edit", "Delete". Click on delete and maybe it works and that is what you wanted. If not... edit it to add something really interesting or a brainy situation.. then hope nobody notices what you posted originally (tho there shouldn't be answers to your thread... if there are, people can deduce what you where originally asking for... but the title, maybe, you can't change it. So make it somehow related to the title.. who knows?).
-All that was based on the assumption you mean "your own thread" but if you wanna erase someone elses.... you can try this diy activity done with "White Out":
If you don't mean a forum message.. these are options for other things... but they might help:
Well, there are two methods, one of which I'd advise for, and one of which I'd advise against:
1) in your thread in question, ask nicely for it to be deleted.
2) post spam which will get your thread reported