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Is there a way to delete multiple messages at once in your inbox/sent
Yep.
1. Click on User CP (top left of the main page).
2. Scroll down to Private Messages and click on List Messages
3. It will open your Inbox but you can change to Sent Items via a box near the top labelled "Jump to Folder".
4. Then use the check boxes to the right of each message to select your messages (you can use the Total box at the top to select all messages) .
5. Then once you have finished selecting the messages scroll down to the bottom of the list to the Selected Messages box and select Delete from the options, and click the Go button.
I receive and send a lot of PM's. When my combined Inbox/Outbox reaches permitted stored capacity, I download both to CSV and delete them from the forum boxes to recover the allowance (see drop down box arrowed in RED:
TEXT is suitable for reading with limited search ability. CSV gives more options for data handling.
Individual message can be checked for deletion but this is very tedious. All messages can be selected using the check box arrowed in GREEN. Alternatively, recent messages can be retained and just Older checked to remove those more than a month old.