There are two areas you can remove a participant:
Option 1 - From the 'Add Participants' button when starting a new message or when in an active message
Option 2 - From the 'View Participants' button in an active message
Option 1
On the 'Add Participants' screen, participants you select will start to appear underneath the filters.
To 'Remove' a selected participant here before starting your new message, tap the 'X' beside their name.
Option 2
Step 1 - When in your active message, tap 'View Participants', then tap on 'Remove' next to the person you want to remove from the active message.
The participant will no longer have access to or be able to participate in this message.