Thread:Support/About Wikia:Wall-message-rev-delete/tl/reply

The message is displayed on a drop-down list of actions that can be performed on an item. A Wall message can be edited and its consecutive versions are called revisions. So this message is a per-revision delete (i.e. "delete this revision"), as opposed to per-message delete - wall-message-delete - i.e. "delete all revisions of this message).

Now the difference between "Remove" and "Delete". Remove means "hide from regular users, but do not hide from admins, keep the history of revisions, etc." Delete means "physically delete, like it was never there."