Desktop version:
To remove a conversation with a user, simply check the box next to the email you want to delete, then click the "Delete Selected" button at the top of the conversation window.
Alternatively, you can click on the trash can icon next to the thread to delete it.
Mobile version:
To delete a conversation with a user, open the email, tap the three dots in the top-right corner of the screen, and select the "Hide thread" option. Confirm your decision.