Leaving a conversation closes and removes the conversations from the Messages panel. Once a conversation is closed, it cannot be reopened unless a remaining participant sends you an invitation to rejoin.
To leave a conversation:
Click Messages in the ribbon.
Click a conversation from the Messages panel.
Click Leave only if you’re sure you want to close the conversation, as doing so will close the conversation without a prompt or warning. You can return to the conversation if a remaining participant sends you an invitation to rejoin, however, if all participants have left, the conversation cannot be retrieved.