You'll be taken to a new page that displays the full text of the message. You'll also see a set of navigation links that allow you to read replies or to post your own reply. If you press and then immediately press the back button or jump to a new page, then your message will NOT be posted. You usually won't have to wait more than a few seconds. However, when you delete messages, you break the continuity of the message threads and make it more difficult for others to follow the discussion.
Many people learn a great deal just by following the discussions in other people's messages.
Even if you make a mistake in a message you post, it is usually better to post a follow-up message to correct the error rather than to delete the original message. Feel free to start new topics, especially when the message board is new and there aren't many messages. However, message boards with too many top-level topics quickly become confusing and difficult to navigate. It's important to keep the number of top-level topics relatively low. You can search by date, keyword, or author.