You have 1 private message currently on hold because of full folder.
Release all on-hold messages… they will be re-sorted into the appropriate folder if enough space is made available.
and what do I do to get my private message thats being held captive. I cant find the delete button for private messages, hence the build up ( kind of like stash really )
There's a drop-down list at the bottom of the PM page which currently says "Mark/Unmark as important". It has another option which "Delete marked".
So I think you have to tick the boxes next to the ones you want to delete then set the drop-down list to "Delete marked" then click the "Go" button next to it.