If you want to talk privately with one person or several members of your team, you can utilize the "Chat" function in Microsoft Teams to do so.
Turn a team conversation into a meeting with a few clicks. Add audio, video and share your screen.
See the Meet instantly help article and video for more information.
Got a post you need to keep track of? You can save it!
See the Save a post or message help article and video for more information.
While you can't delete an entire chat, you can hide a chat from your chat list if it's not relevant to you anymore.
See the Hide chats, delete messages help article and video for more information.