Oh yeah, I know exactly what you mean about getting sidetracked. In fact, I was just talking to my wife earlier today and... oh, sorry. What were we talking about?

Seriously, yes, there's a way to delete individual messages in a Google Gmail discussion thread, though it's not obvious. Here's a typical short thread:

The key is that you need to expand the message you want to delete in the discussion thread. In this instance, the earlier of the two messages has incorrect data, so I want to delete it, but I want to archive the more recent message. I can expand or open the earlier message by clicking on its one-line summary tab, which then expands to this:

Now, click on "More options" and you'll see the message headers along with quite a few action choices:

It's a bit jumbled here, but the key is the blue text "Delete this message".

Click on it!

Now you see this:

and that's all there is to it. Easy enough, after all.