Facebook is quite busy introducing there Messenger App to there users actually they are forcing users to use there app and people are really annoyed by that specially qhen they want to check on facebook app and the only message you see is Install messenger app to check the message.
Now facebook has introduced there Messenger on Browser which you can visit at www.messenger.com I think that facebook again wants to make people used to the messenger. My Experience with the Messenger App on my Android never went smooth but using the messenger on browser was a good experience. It is really useful when you are working and just want to check your messages while staying off the Social World which really indulges you in wasting time while working.
Facebook Browser messenger has all the options you get in the Facebook Messenger App. You can Video chat through Messenger on Browser and send pictures but did not found any option like sending other files or videos as available on original Facebook on browser. To delete a specific message here just right click on the message and the option will popup to delete that message. You can delete the whole conversation by hovering over the Persons icon and then choosing the three dots and drop down menu will give you the option to Delete the whole conversation. Below is an Screen shot of how it looks like after signing in.