Hello and welcome to Android Forums. Hopefully I can help you with your problem.
You carrier may be experiencing issues. You may want to check with them.
You can also go into your device settings/applications. Locate your messaging app and select the option to wipe the data. If you have messages that you want to keep, MAKE SURE THAT YOU BACK THEM UP BEFORE CHOOSING THE WIPE DATA OPTION! If you are using a 3rd party app from the market such as Handcent, Chompsms, or another.... you can always uninstall the app and reinstall it.
AGAIN! IF YOU CHOOSE THE WIPE DATA OPTION OR UNINSTALL OPTION AND YOU HAVE MESSAGES THAT YOU WANT TO KEEP, MAKE SURE THAT YOU MAKE A BACKUP OF THE APP DATA BEFORE CHOOSING TO WIPE IT. There are apps available that will allow you to backup sms or mms messages.
If you have any other questions regarding your device, I invite you to join Android Forums. We have many sections for specific devices which contain a wealth of information.