I covered this partially in another tip, but I feel it is important to repeat it. One of Gmail's excellent features is its "Conversations". Conversations conveniently organize related messages, but this can be potentially dangerous if you don't understand how to manage both conversations and individual messages. If you aren't paying attention, you can inadvertently Trash an entire conversation instead of just a single message.
First off, you need to determine if the message is a single message or part of a conversation. While viewing a list of messages (for example, "Inbox") look in the first column on the left of the message listing. A conversation is indicated by some number in parenthesis ie: "(3)" next to Sender's name. The number represents the number of messages associated with this conversation. If you click the checkbox in front of the message and select an action, (ie: "Move to Trash", "Mark as Read", "Delete Forever", "Report as Spam", etc.) the action will affect ALL messages in that conversation. If it is not a conversation, then it will only affect the selected message.
If you want to affect only a single message within a conversation, you must first open the message to view it and then click on the "More Options" link while viewing the message. This allows you to take specific actions on the open message within the conversation.
Conversations are very convenient and powerful, but actually dealing with them can be confusing at times.