Hello, 

Inbox - contains all types of conversations in one place. When a users open the Messenger page, they will see all conversations that have been created, including those on the Messenger block, directly created, and in threads. The conversations with unread messages will appear at the top of the list.

Directly created conversations are those initiated by a member with selected users from a list.

Threads allow users to start a new conversation based on the content of a specific message. This can be done by selecting the option from the menu.

Replies section displays all replies made on your messages within conversations.

Mentions & Reactions - you can find here the all messages where you were mentioned or where reactions were made to your messages.

Bookmarked section allows you to bookmark important messages, such as event information or passwords, for easy access. You can save messages using the menu options.

If you do not need the first column, you can try enabling Simple mode in the studio messenger settings.