It's basically same as a inbox message through forum, look at it 1 time goes bye bye. At least how I've seen it. PS: don't share that info if know how to do it LOL, rather annoying to get them.
When click on it, you'll be brought to a certain post, try going to last page on that thread and see if clears it. No clue otherwise. If you mean in "settings" section, I don't think can clear it.