Where are Messages and other data like Application caches or even Applications saved?
Messages are stored in /data/data/(apps package name) folder which you cant access since your device is not rooted.
There are built in options in these app to delete conversations
( e.g in whatsapp go to settings>chat setting>delete all conversation)
You can also delete this data by going to settings>apps>App  which you want to delete data e.g:Whatsapp>clear data
(NOTE: If you will clear data you have to log in agian in app(whatsapp/hike) and dont select restore conversation in whatsapp)