Why cant i destroy the messages inside the folder?

First: syntax. Message:Destroy is not valid Lua (the output will complain about this line -- always run your scripts and then always read the output). You need parenthesis to call methods:

Message:Destroy()

Message will be a list -- :GetChildren() returns a list of things.

You cannot destroy a list. (What would it mean to destroy a list?)

You probably mean to destroy all the elements of the list.

Both of these snippets do that:

-- with a standard for loop
for i = 1, #Message do
    local child = Message[i]
    child:Destroy()
end

-- with a generic for loop
for i, child in pairs(Message) do
    child:Destroy()
end

ipairs would also work instead of pairs in the above (since Message is a list, they behave (ignoring traversal order) the same)