The messages are kept active for only a week and then archived. I'd leave the current messages alone and consider removing only the older ones. They'd be identified something like this:
messages-20090823
messages-20090830
messages-20090906
messages-20090913
There are many times when you have problems and need to review a few days back when things were working perfectly, so the current messages are important to keep. Really, there's very little space-saving involved anyway and the oldest messages are automatically dumped after a month.
All that said, the "rm" command will be one option for you. Learn how to use it here:
http://www.linuxcommand.org/
Messages Log
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