Each program on your computer / device downloading your mail would have different settings, but the principle remains the same:
Step 1: Find the details for the e-mail account and click into the option or edit for that account
Step 2: Generally within this section should be an area to remove messages from the server immediately, or with certain conditions. It may be under the advanced folder so look carefully.
Step 3: Save
You can also access your webmail via the link under your e-mail accounts in your administration panel (under settings>e-mail and domain>e-mail). Check for any messages that have been downloaded to your computer / device that you can delete. Remove sent items you already have recorded. Check for spam that can be deleted.. then purge your trash.
Removing messages from your webmail will help ensure that you don't have problems such as your e-mail being full or a corrupted message blocking your e-mails.