You might even laugh that the answer is so obvious and simple ...
Right-click the name and select 'Delete'.
You can also block further messages. To block senders in Messenger, go to Messenger > Preferences > Ignore List, and add the IM name or e-mail of the person you wish to block. Click Add, then OK or Apply. If you receive contact requests from unknown persons, go to the Ignore List and check 'Ignore anyone who is not on my contact list.'