You could do it with SQL editing the database itself, but that is rather complicated if you have never done anything like that before (If the instructions and code sections in this post look foreign it might be a good idea to brush up on SQL before trying to thin out your messages using it).

By far the easiest is the method I've found is outlined here. Use Glogarchive to keep an archive if you later want access to any of your messages, if not skip that part. But either way, renaming the database essentially clears the messages and you get to start all fresh.