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You can perform a variety of actions on your existing messages from within the "Messages" tab. You can to this by tapping or clicking on the "Messages" tab on your respective device. This will mark all messages in your inbox as read, removing all notifications from your inbox in the process. This icon is on the far left side of the menu on mobile, while the website version will be right next to the New Message icon. You can change the settings of an individual message from within that message. This will open a menu for your specific conversation. These are in the top right corner of both mobile and computer platforms. You have three universal options for every message: "Turn off notifications" - Remove alerts for new messages from this specific thread. "Leave conversation" - Removes your contact information from the conversation. If you choose this option, Twitter will ask you to confirm your choice since doing so will delete the conversation from your inbox. "Flag" - Report the message as spam. Upon selecting this option, you are asked to select either "Flag as spam" or "Mark as abusive". You can only do this on the mobile app; if you want to have a group conversation on a computer, your conversation must start out with more than one person. After tapping the "Add people" option, you'll need to tap contacts' names from a drop-down menu to add them. You can return to the Messages tab at any time to continue managing your DMs.
Navigate to Twitter's website or open the mobile app. Open your Twitter's message archive. Tap the checkmark icon at the top of your message menu. Tap or click a message to open it. Tap or click the three horizontal dots. Review your message options. Tap the "Add people" option to add contacts to your conversation. Return to the main Twitter feed when you're done.